Tracy-Widom law for the extreme eigenvalues of sample correlation matrices (Q456245)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Tracy-Widom law for the extreme eigenvalues of sample correlation matrices |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tracy-Widom law for the extreme eigenvalues of sample correlation matrices |
scientific article |
Statements
Tracy-Widom law for the extreme eigenvalues of sample correlation matrices (English)
0 references
23 October 2012
0 references
extreme eigenvalues
0 references
sample correlation matrices
0 references
sample covariance matrices
0 references
Stieltjes transform
0 references
Tracy-Widom law
0 references
eigenvalues
0 references
