Statistical eigen-inference from large Wishart matrices
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Publication:1000310
DOI10.1214/07-AOS583zbMath1168.62056arXivmath/0701314MaRDI QIDQ1000310
Roland Speicher, James A. Mingo, Alan Edelman, N. Raj Rao
Publication date: 6 February 2009
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0701314
tables; random matrix theory; free probability; linear statistics; sample covariance matrices; second order freeness
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