On the Tracy-Widom approximation of Studentized extreme eigenvalues of Wishart matrices
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Publication:272083
DOI10.1016/j.jmva.2016.01.010zbMath1336.62121OpenAlexW2285899518MaRDI QIDQ272083
Publication date: 20 April 2016
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2016.01.010
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
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