The asymptotic variance matrix of the sample correlation matrix

Heinz Neudecker, A. M. Wesselman

Type: Article

Publication Date: 1990-01-01

Citations: 74

DOI: https://doi.org/10.1016/0024-3795(90)90363-h

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Linear Algebra and its Applications - View

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Works Cited by This (13)

Action	Title	Year	Authors
+	The Limiting Distribution of Functions of Sample Means and Application to Testing Hypotheses	1983	P. L. Hsu
+	The Population-Sample Decomposition Method: A Distribution-Free Estimation Technique for Minimum Distance Parameters	1987	A. M. Wesselman
+	Elliptical multivariate analysis	1989	Bernard M. S. van Praag Bertram M. Wesselman
+	The asymptotic covariance matrix of sample correlation coefficients under general conditions	1986	Michael W. Browne Alexander Shapiro
+	Symmetry, 0-1 Matrices and Jacobians: A Review	1986	Jan R. Magnus Heinz Neudecker
+	The asymptotic distribution of elements of a correlation matrix: Theory and application	1982	James H. Steiger A. Ralph Hakstian
+	Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix Products	1969	Heinz Neudecker
+	A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients	1985	D. G. Nel
+ PDF Chat	Matrix differential calculus with applications to simple, hadamard, and kronecker products	1985	Jan R. Magnus Heinz Neudecker
+ PDF Chat	The Elimination Matrix: Some Lemmas and Applications	1980	Jan R. Magnus Heinz Neudecker