Limiting behavior of the eigenvalues of a multivariate F matrix
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Cites work
Cited in
(24)- The Limiting Eigenvalue Distribution of a Multivariate F Matrix
- Limiting distribution of roots with differential rates of convergence
- In memoriam: Paruchuri Rama Krishnaiah (1932--1987). A tribute
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- scientific article; zbMATH DE number 4145126 (Why is no real title available?)
- Comments on a result of Yin, Bai, and Krishnaiah for large dimensional multivariate F matrices
- Product of exponentials and spectral radius of random \(k\)-circulants
- On the Limiting Empirical Distribution Function of the Eigenvalues of a Multivariate F Matrix
- On singular values of large dimensional lag-\(\tau\) sample auto-correlation matrices
- Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT
- Limiting distributions of high-dimensional multivariate beta-type distributions
- Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices
- Testing the independence of sets of large-dimensional variables
- On the asymptotic behaviour of random matrices in a multivariate statistical model
- Limiting normalized spectral functions of a pencil of self-adjoint random matrices
- Random determinants
- Detecting Changes in Covariance via Random Matrix Theory
- The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails
- On limit theorem for the eigenvalues of product of two random matrices
- On the empirical spectral distribution of lag-covariance matrix in singular spectrum analysis
- Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles
- Random matrix theory in statistics: a review
- On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
- On limiting spectral distribution of product of two random matrices when the underlying distribution is isotropic
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