A note on spiked Wishart matrices (Q2406768)

From MaRDI portal

Revision as of 11:46, 14 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Jump to:navigation, search

scientific article

Language	Label	Description	Also known as
English	A note on spiked Wishart matrices	scientific article

Statements

scholarly article

0 references

A note on spiked Wishart matrices (English)

0 references

0 references

0 references

Statistics \& Probability Letters

0 references

publication date

6 October 2017

0 references

zbMATH Keywords

BBP phase transition

0 references

GUE

0 references

largest eigenvalue

0 references

sample covariance matrices

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1016/j.spl.2017.03.019

0 references

Central limit theorems for eigenvalues in a spiked population model

0 references

Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices

0 references

Limits of spiked random matrices. II

0 references

Convergence of the largest eigenvalue of normalized sample covariance matrices when \(p\) and \(n\) both tend to infinity with their ratio converging to zero

0 references

On the condition number of the critically-scaled Laguerre unitary ensemble

0 references

Rank 1 real Wishart spiked model

0 references

0 references

The largest eigenvalue of real symmetric, Hermitian and Hermitian self-dual random matrix models with rank one external source. I

0 references

Identifiers

zbMATH Open document ID

0 references

10.1016/j.spl.2017.03.019

0 references

Mathematics Subject Classification ID

0 references

0 references

zbMATH DE Number

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2406768

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2406768&oldid=36348561"