This is a preview. Log in through your library . Abstract Correlation matrices play a key role in many multivariate methods (e.g., graphical model estimation and factor analysis). The current state-of ...

Statistical mechanics provides a fundamental framework for understanding how collective phenomena in many-body systems give rise to macroscopic changes in state, known as phase transitions. Research ...

This paper is concerned with the limiting spectral behaviors of large dimensional Kendall’s rank correlation matrices generated by samples with independent and continuous components. The statistical ...