Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix (Q1750003): Difference between revisions

@@ Property / DOI @@
-.1016/j.jmva.2018.03.011
@@ Property / DOI: 10.1016/j.jmva.2018.03.011 / rank @@
-Normal rank
@@ Property / OpenAlex ID @@
+W2962932180
@@ Property / OpenAlex ID: W2962932180 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.03259
@@ Property / arXiv ID: 1711.03259 / rank @@
+Normal rank
@@ Property / cites work @@
+An Introduction to Random Matrices
@@ Property / cites work: An Introduction to Random Matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic simulation: Algorithms and analysis
@@ Property / cites work: Stochastic simulation: Algorithms and analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Improved algorithms for rare event simulation with heavy tails
+Normal rank
@@ Property / cites work @@
+Performance of Statistical Tests for Single-Source Detection Using Random Matrix Theory
+Normal rank
@@ Property / cites work @@
+Efficient rare-event simulation for the maximum of heavy-tailed random walks
+Normal rank
@@ Property / cites work @@
+Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution
+Normal rank
@@ Property / cites work @@
+On the ratios of the individual latent roots to the trace of a Wishart matrix
+Normal rank
@@ Property / cites work @@
+Q4348513
@@ Property / cites work: Q4348513 / rank @@
+Normal rank
@@ Property / cites work @@
+Matrix models for beta ensembles
@@ Property / cites work: Matrix models for beta ensembles / rank @@
+Normal rank
@@ Property / cites work @@
+Importance sampling for sums of random variables with regularly varying tails
+Normal rank
@@ Property / cites work @@
+Rare-event analysis for extremal eigenvalues of white Wishart matrices
+Normal rank
@@ Property / cites work @@
+Shape fluctuations and random matrices
@@ Property / cites work: Shape fluctuations and random matrices / rank @@
+Normal rank
@@ Property / cites work @@
+On the distribution of the largest eigenvalue in principal components analysis
+Normal rank
@@ Property / cites work @@
+A rate of convergence result for the largest eigenvalue of complex white Wishart matrices
+Normal rank
@@ Property / cites work @@
+Distribution of the Ratio of the Largest Eigenvalue to the Trace of Complex Wishart Matrices
+Normal rank
@@ Property / cites work @@
+Q3994387
@@ Property / cites work: Q3994387 / rank @@
+Normal rank
@@ Property / cites work @@
+Tail probabilities of the maxima of multilinear forms and their applications.
+Normal rank
@@ Property / cites work @@
+Efficient simulations for the exponential integrals of Hölder continuous gaussian random fields
+Normal rank
@@ Property / cites work @@
+On the conditional distributions and the efficient simulations of exponential integrals of Gaussian random fields
+Normal rank
@@ Property / cites work @@
+Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices
+Normal rank
@@ Property / cites work @@
+On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix
+Normal rank
@@ Property / cites work @@
+Random matrix theory in statistics: a review
@@ Property / cites work: Random matrix theory in statistics: a review / rank @@
+Normal rank
@@ Property / cites work @@
+On the distributions of the ratios of the extreme roots to the trace of the Wishart matrix
+Normal rank
@@ Property / cites work @@
+Importance sampling in the Monte Carlo study of sequential tests
+Normal rank
@@ Property / cites work @@
+Fundamentals of Wireless Communication
@@ Property / cites work: Fundamentals of Wireless Communication / rank @@
+Normal rank
@@ Property / cites work @@
+Rare-Event Simulation for the Stochastic Korteweg--de Vries Equation
+Normal rank
@@ Property / Wikidata QID @@
+Q130018110
@@ Property / Wikidata QID: Q130018110 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.JMVA.2018.03.011
@@ Property / DOI: 10.1016/J.JMVA.2018.03.011 / rank @@
+Normal rank