Pages that link to "Item:Q3459155"

The following pages link to On singular values distribution of a matrix large auto-covariance in the ultra-dimensional regime (Q3459155):

Displaying 3 items.

• The Tracy-Widom law for the largest eigenvalue of F type matrices (Q309724) (← links)
• Large sample autocovariance matrices of linear processes with heavy tails (Q2238893) (← links)
• Tracy–Widom law for the largest eigenvalue of sample covariance matrix generated by VARMA (Q3385481) (← links)