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
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