Multivariate statistics

MaRDI QIDQ3105268zbMATH OpenFDO

Authors Noureddine El Karoui

Publication date 5 January 2012

zbMATH Keywords

extreme eigenvalues of large-dimensional sample covariance matriceslimiting spectral distributionWishart distribution

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Factor analysis and principal components; correspondence analysis (62H25)

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(6)

• Random matrix theory in statistics: a review
• scientific article; zbMATH DE number 1818022 (Why is no real title available?)
• scientific article; zbMATH DE number 1047772 (Why is no real title available?)
• scientific article; zbMATH DE number 859023 (Why is no real title available?)
• Multivariate statistics and its applications
• scientific article; zbMATH DE number 7067129 (Why is no real title available?)

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