On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix (Q618160)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix
scientific article

    Statements

    On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix (English)
    0 references
    0 references
    14 January 2011
    0 references
    ratio of largest eigenvalue to trace
    0 references
    principal components analysis
    0 references
    Wishart matrices
    0 references
    Tracy-Widom distribution
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references