ASYMPTOTIC PROPERTIES OF SAMPLE CORRELATION MATRIX IN FINDING ORIGINAL

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Pages 27-31

Published: Jul 12, 2021
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Keywords:
Random vector, correlation matrix, normal distribution, density, Jacobian

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M.B. Sanginov
Candidate Of Physical And Mathematical Sciences, Professor Department Of “Natural Sciences” Military-Technical Institute Of The National Guard Of The Republic Of Uzbekistan
Kh.K. Sarimsakova
Candidate Of Physical And Mathematical Sciences, Professor Of The “Mathematic Modelling And IT” Department Of The University Of World Economy And Diplomacy

Abstract

This work studies asymptotic properties of sample correlations matrix distribution under fixed amount of sample, in case when original correlation matrix is being found, i.e.   Definition (Определение)  refer to (1).

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How to Cite
Sanginov, M. ., & Sarimsakova, K. . (2021). ASYMPTOTIC PROPERTIES OF SAMPLE CORRELATION MATRIX IN FINDING ORIGINAL. INTERNATIONAL SCIENTIFIC AND CURRENT RESEARCH CONFERENCES, 1(01), 27–31. Retrieved from https://usajournalshub.com/conferences/index.php/iscrc/article/view/366
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VITAL AREAS OF SCIENCE AND EDUCATION DEVELOPMENT
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References

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