On the Tracy-Widom approximation of Studentized extreme eigenvalues of Wishart matrices (Q272083)
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scientific article; zbMATH DE number 6571007
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| English | On the Tracy-Widom approximation of Studentized extreme eigenvalues of Wishart matrices |
scientific article; zbMATH DE number 6571007 |
Statements
On the Tracy-Widom approximation of Studentized extreme eigenvalues of Wishart matrices (English)
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20 April 2016
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Tracy-Widom
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Wishart matrix
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ratio of largest eigenvalue to trace
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sphericity
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0.8262557983398438
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0.8234040141105652
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0.8115341663360596
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0.7796133756637573
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