A note on spiked Wishart matrices
From MaRDI portal
Publication:2406768
DOI10.1016/j.spl.2017.03.019zbMath1380.60014OpenAlexW2603443202MaRDI QIDQ2406768
Publication date: 6 October 2017
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2017.03.019
Cites Work
- On the condition number of the critically-scaled Laguerre unitary ensemble
- Limits of spiked random matrices. II
- The largest eigenvalue of real symmetric, Hermitian and Hermitian self-dual random matrix models with rank one external source. I
- Central limit theorems for eigenvalues in a spiked population model
- Convergence of the largest eigenvalue of normalized sample covariance matrices when \(p\) and \(n\) both tend to infinity with their ratio converging to zero
- Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
- Rank 1 real Wishart spiked model
- Unnamed Item
This page was built for publication: A note on spiked Wishart matrices