Application of Random Matrix Theory to Multivariate Statistics
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Publication:2908889
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- On the usage of joint diagonalization in multivariate statistics
- Linear statistics of matrix ensembles in classical background
- Linear spectral statistics of eigenvectors of anisotropic sample covariance matrices
- Universality of covariance matrices
- Linear statistics of random matrix ensembles at the spectrum edge associated with the Airy kernel
- Global and local scaling limits for linear eigenvalue statistics of Jacobi \(\beta\)-ensembles
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