Pages that link to "Item:Q408106"

The following pages link to Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices (Q408106):

Displaying 21 items.

• On the Tracy-Widom approximation of Studentized extreme eigenvalues of Wishart matrices (Q272083) (← links)
• Fast approach to the tracy-widom law at the edge of GOE and GUE (Q691110) (← links)
• Goodness-of-fit test for latent block models (Q829718) (← links)
• Approximation of rectangular beta-Laguerre ensembles and large deviations (Q895890) (← links)
• Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence (Q1000304) (← links)
• Optimal soft edge scaling variables for the Gaussian and Laguerre even \(\beta\) ensembles (Q1710205) (← links)
• Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix (Q1750003) (← links)
• Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model (Q1996762) (← links)
• Recursion for the smallest eigenvalue density of \(\beta \)-Wishart-Laguerre ensemble (Q1999411) (← links)
• Roy's largest root under rank-one perturbations: the complex valued case and applications (Q2008213) (← links)
• Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution (Q2015056) (← links)
• Tracy-Widom at each edge of real covariance and MANOVA estimators (Q2083270) (← links)
• Convergence rate to the Tracy-Widom laws for the largest eigenvalue of Wigner matrices (Q2149067) (← links)
• Asymptotic correlations with corrections for the circular Jacobi \(\beta\)-ensemble (Q2238041) (← links)
• Tracy-Widom limit for Kendall's tau (Q2284382) (← links)
• Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case (Q2359717) (← links)
• Limiting distribution of maximal crossing and nesting of Poissonized random matchings (Q2434920) (← links)
• Random matrix theory in statistics: a review (Q2453609) (← links)
• Convergence rate to the Tracy-Widom laws for the largest eigenvalue of sample covariance matrices (Q6103980) (← links)
• Behavior of Some Hypothesis Tests for the Covariance Matrix of High Dimensional Data (Q6107046) (← links)
• On randomized sketching algorithms and the Tracy-Widom law (Q6163409) (← links)