Log determinant of large correlation matrices under infinite fourth moment

Keyphrases

• Infinite Fourth Moment 100%
• Large Correlation Matrix 100%
• Sample Correlation Matrix 100%
• Self-normalized 50%
• Regularly Varying Tails 50%
• Zero Variance 50%
• Random Entry 50%
• Symmetric Distribution 50%
• High Dimensional Random Matrix 50%
• R-matrix 50%

Mathematics

• Correlation Matrix 100%
• Determinant 100%
• Sample 66%
• Matrix (Mathematics) 66%
• Dimensional Data 33%
• Variance 33%
• Zeros 33%
• Random Matrix 33%
• Statistics 33%
• Det 33%
• Symmetric Distribution 33%
• Central Limit Theorem 33%

INIS

• matrices 100%
• correlations 100%
• data 60%
• symmetry 40%
• distribution 40%
• randomness 40%
• simulation 20%
• statistics 20%
• r matrix 20%