Statistical eigen-inference from large Wishart matrices

DOI10.1214/07-AOS583zbMath1168.62056arXivmath/0701314OpenAlexW1988105503MaRDI QIDQ1000310

N. Raj Rao, Alan Edelman, James A. Mingo, Roland Speicher

Publication date: 6 February 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0701314

zbMATH Keywords

tablesrandom matrix theoryfree probabilitylinear statisticssample covariance matricessecond order freeness

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Random matrices (algebraic aspects) (15B52)

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Uses Software

• MOPS

Cites Work

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