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Limiting Distribution of the Maximum Sum of a Function of Random Variables

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

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On the gaussian approximation of convolutions under multidimensional analogues of S.N. Bernstein's inequality conditions

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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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Limiting Behavior of Largest Entry of Random Tensor Constructed by High-Dimensional Data

inferredcites →https://doi.org/10.1016/j.jmva.2012.04.002openalex-snapshot

On Jiang’s asymptotic distribution of the largest entry of a sample correlation matrix

inferredcites →https://doi.org/10.1016/j.spa.2013.03.012openalex-snapshot

Asymptotic theory for maximum deviations of sample covariance matrix estimates

inferredcites →https://doi.org/10.1016/j.spl.2018.10.008openalex-snapshot

On LR simultaneous test of high-dimensional mean vector and covariance matrix under non-normality

inferredcites →https://doi.org/10.1016/j.spl.2022.109567openalex-snapshot

Asymptotic distribution of the maximum interpoint distance for high-dimensional data

inferredcites →https://doi.org/10.1090/s0002-9947-07-04192-xopenalex-snapshot

Asymptotic distribution of the largest off-diagonal entry of correlation matrices

inferredcites →https://doi.org/10.1142/s201032632350003xopenalex-snapshot

The moderate deviation principles of likelihood ratio tests under alternative hypothesis

inferredcites →https://doi.org/10.1142/s2010326323500120openalex-snapshot

Strong limit theorem for largest entry of large-dimensional random tensor

inferredcites →https://doi.org/10.1214/08-aap527openalex-snapshot

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

inferredcites →https://doi.org/10.1214/105051604000000143openalex-snapshot

The asymptotic distributions of the largest entries of sample correlation matrices

inferredcites →https://doi.org/10.1214/11-aos879openalex-snapshot

Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices

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

inferredcites →https://doi.org/10.1214/aop/1176991491openalex-snapshot

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

inferredcites →https://doi.org/10.2307/2291698openalex-snapshot

Limit Theorems of Probability Theory: Sequences of Independent Random Variables.

inferredcites →https://doi.org/10.3150/24-bej1738openalex-snapshot

Maximum interpoint distance of high-dimensional random vectors

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