On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix (Q618160)
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scientific article; zbMATH DE number 5836743
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| English | On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix |
scientific article; zbMATH DE number 5836743 |
Statements
On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix (English)
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14 January 2011
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ratio of largest eigenvalue to trace
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principal components analysis
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Wishart matrices
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Tracy-Widom distribution
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0.8541795611381531
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0.8428835272789001
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0.8380963206291199
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0.8292388319969177
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