• Title of article

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

  • Author/Authors

    Heinz Neudecker، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1996
  • Pages
    6
  • From page
    127
  • To page
    132
  • Abstract
    This note presents the asymptotic variance matrices of the sample correlation matrix in elliptical and normal situations and generalizes the scalar proportionality result to the multivariate case.
  • Journal title
    Linear Algebra and its Applications
  • Serial Year
    1996
  • Journal title
    Linear Algebra and its Applications
  • Record number

    821679