Thomas Lumley • 12/4/2023

Sparse correlation and the Central Limit Theorem

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The article discusses sparse correlation structures, such as those arising from multi-rater experiments, and investigates the application of the Central Limit Theorem to sums of dependent random variables. It details statistical models, variance calculations, and references proofs using methods like cumulants and Stein's Method.

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#statistics #Gee #Random Effects
Sparse correlation and the Central Limit Theorem

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