Statistical eigen-inference from large Wishart matrices (Q1000310): Difference between revisions

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+MOPS
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+math/0701314
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+A CLT for a band matrix model
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+Asymptotic Theory for Principal Component Analysis
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+No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
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+CLT for linear spectral statistics of large-dimensional sample covariance matrices.
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+Q3551026
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+Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
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+Eigenvalues of large sample covariance matrices of spiked population models
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+Laplace approximations for hypergeometric functions with matrix argument
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+Laplace approximations to hypergeometric functions of two matrix arguments
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+Second order freeness and fluctuations of random matrices. III: Higher order freeness and free cumulants
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+Estimation of a covariance matrix under Stein's loss
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+MOPS: multivariate orthogonal polynomials (symbolically)
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+Path counting and random matrix theory
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+Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices
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+Empirical Bayes estimation of the multivariate normal covariance matrix
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+On the distribution of the largest eigenvalue in principal components analysis
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+Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
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@@ Property / cites work @@
+Second order freeness and fluctuations of random matrices. I: Gaussian and Wishart matrices and cyclic Fock spaces
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+Lectures on the Combinatorics of Free Probability
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@@ Property / cites work @@
+Q5449216
@@ Property / cites work: Q5449216 / rank @@
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+Covariance, subspace, and intrinsic Crame/spl acute/r-Rao bounds
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@@ Property / cites work @@
+Q5438749
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@@ Property / cites work @@
+Multivariate Theory for Analyzing High Dimensional Data
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@@ Property / cites work @@
+Level-spacing distributions and the Airy kernel
@@ Property / cites work: Level-spacing distributions and the Airy kernel / rank @@
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@@ Property / cites work @@
+On orthogonal and symplectic matrix ensembles
@@ Property / cites work: On orthogonal and symplectic matrix ensembles / rank @@
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+Q4055468
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+W1988105503
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