Spectral statistics of large dimensional Spearman’s rank correlation matrix and its application

Spectral statistics of large dimensional Spearman’s rank correlation matrix and its application

Let Q = (Q1, . . . ,Qn) be a random vector drawn from the uniform distribution on the set of all n! permutations of {1, 2, . . . ,n}. Let Z = (Z1, . . . ,Zn), where Zj is the mean zero variance one random variable obtained by centralizing and normalizing Qj , j = 1, . . . ,n. Assume that Xi, i = 1,...

Бүрэн тодорхойлолт

Номзүйн дэлгэрэнгүй
Үндсэн зохиолчид:	Bao, Zhigang, Lin, Liang-Ching, Pan, Guangming, Zhou, Wang
Бусад зохиолчид:	School of Physical and Mathematical Sciences
Формат:	Journal Article
Хэл сонгох:	English
Хэвлэсэн:	2015
Онлайн хандалт:	https://hdl.handle.net/10356/81031 http://hdl.handle.net/10220/39014

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