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

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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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+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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+Second order freeness and fluctuations of random matrices. I: Gaussian and Wishart matrices and cyclic Fock spaces
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+Covariance, subspace, and intrinsic Crame/spl acute/r-Rao bounds
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+Multivariate Theory for Analyzing High Dimensional Data
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+Level-spacing distributions and the Airy kernel
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+On orthogonal and symplectic matrix ensembles
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