A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices (Q1397374): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1857410117 / rank | |||
Normal rank | |||
Latest revision as of 09:33, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices |
scientific article |
Statements
A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices (English)
0 references
6 August 2003
0 references
sample covariance matrices
0 references
principal components
0 references
Tracy-Widom distribution
0 references
