A strong limit theorem of the largest entries of sample correlation matrices under a φ-mixing assumption
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DOI: 10.2298/fil2419957z
Abstract: Let {Xk,i; k ? 1, i ? 1} be an array of random variables, {Xk; k ? 1} be a strictly stationary ?- mixing sequence, where Xk = (Xk,1,Xk,2, ? ? ? ,Xk,p). Let {pn;… read more here.
Keywords: strong limit; theorem largest; correlation; limit theorem ... See more keywords