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Largest entries of sample correlation matrices from equi-correlated normal populations

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Outgoing claims: the papers this work cites, builds on, or argues with.

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Necessary and sufficient conditions for the asymptotic distribution of the largest entry of a sample correlation matrix

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Phase transition in limiting distributions of coherence of high-dimensional random matrices

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The asymptotic distribution and Berry–Esseen bound of a new test for independence in high dimension with an application to stochastic optimization

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Two Moments Suffice for Poisson Approximations: The Chen-Stein Method

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Aspects of Multivariate Statistical Theory

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Multivariate Statistics: A Vector Space Approach.

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