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

Authors
Publication date 1996
Journal Linear Algebra and Its Applications
Volume | Issue number 237/238
Pages (from-to) 127-132
Number of pages 6
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Article
Published at https://doi.org/10.1016/0024-3795(95)00351-7
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