Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence (Q1000304): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence |
scientific article |
Statements
Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence (English)
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6 February 2009
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canonical correlation analysis
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characteristic roots
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Fredholm determinant
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Jacobi polynomials
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largest root
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Liouville-Green
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multivariate analysis of variance
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random matrix theory
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Roy's test
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soft edge
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Tracy-Widom distribution
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