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

Mathematics

• Correlation Matrix 95%
• Normal Population 93%
• Limiting Distribution 80%
• Extreme Value Distribution 51%
• Gaussian distribution 34%
• Poisson Approximation 26%
• Sample Covariance Matrix 25%
• Correlation Structure 24%
• Correlation coefficient 21%
• Conditioning 21%
• Phase Transition 20%
• Approximation Methods 19%
• Independence 18%
• Convolution 16%
• High-dimensional 16%
• Sample Size 15%
• Tend 15%
• Testing 14%
• Infinity 13%
• Converge 12%

Business & Economics

• Correlation Matrix 100%
• Limiting Distribution 83%
• Extreme Values 39%
• Phase Transition 23%
• Convolution 23%
• Statistical Testing 22%
• Sample Size 22%
• Population Distribution 22%
• Correlation Structure 20%
• Covariance Matrix 18%
• Correlation Coefficient 17%
• Conditioning 16%
• Approximation 13%