A note on spiked Wishart matrices (Q2406768): Difference between revisions

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+Yan-Hui Wang
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+MaRDI publication profile
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+https://doi.org/10.1016/j.spl.2017.03.019
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+W2603443202
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@@ Property / cites work @@
+Central limit theorems for eigenvalues in a spiked population model
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+Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
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+Limits of spiked random matrices. II
@@ Property / cites work: Limits of spiked random matrices. II / rank @@
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+Convergence of the largest eigenvalue of normalized sample covariance matrices when \(p\) and \(n\) both tend to infinity with their ratio converging to zero
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+On the condition number of the critically-scaled Laguerre unitary ensemble
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+Rank 1 real Wishart spiked model
@@ Property / cites work: Rank 1 real Wishart spiked model / rank @@
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+Q5371339
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+The largest eigenvalue of real symmetric, Hermitian and Hermitian self-dual random matrix models with rank one external source. I
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