Statistical Papers

, Volume 45, Issue 2, pp 297–301 | Cite as


  • Heinz Neudecker


Stochastic Process Probability Theory Economic Theory Correlation Matrix Diagonal Matrix 
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  1. K.-T. Fang, T. Kollo andA.-M. Parring:Approximation of the non-null distribution of generalized T 2-statistics. Linear Algebra Appl. 321 (2000) 27–46.MATHCrossRefMathSciNetGoogle Scholar
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  3. H. Neudecker andA.M. Wesselman:The asymptotic variance matrix of the sample correlation matrix. Linear Algebra Appl. 127 (1990), 589–599.MATHCrossRefMathSciNetGoogle Scholar

Copyright information

© Springer-Verlag 2004

Authors and Affiliations

  • Heinz Neudecker
    • 1
  1. 1.University of AmsterdamThe Netherlands

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