The asymptotic variance matrices of the sample correlation matrix in elliptical and normal situations and their proportionality

✍ Scribed by Heinz Neudecker

• Publisher: Elsevier Science
• Year: 1996
• Tongue: English
• Weight: 165 KB
• Volume: 237-238
• Category: Article
• ISSN: 0024-3795
• DOI: 10.1016/0024-3795(95)00351-7