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On Jiang's asymptotic distribution of the largest entry of a sample correlation matrix
On Jiang's asymptotic distribution correlation matrix
2010/11/19
Let $ \{X, X_{k,i}; i \geq 1, k \geq 1 \}$ be a double array of nondegenerate i.i.d. random variables and let $\{p_{n}; n \geq 1 \}$ be a sequence of positive integers such that $n/p_{n}$ is bounded a...