scientific article; zbMATH DE number 5204610
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Publication:5421705
zbMath1120.62033arXivmath/0611589MaRDI QIDQ5421705
Publication date: 24 October 2007
Full work available at URL: https://arxiv.org/abs/math/0611589
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
largest eigenvaluerandom matrix theoryWishart distributionTracy-Widom distributioncanonical correlationsprincipal components analysiseigenvector estimation
Multivariate distribution of statistics (62H10) Factor analysis and principal components; correspondence analysis (62H25) Measures of association (correlation, canonical correlation, etc.) (62H20) Random matrices (algebraic aspects) (15B52) Multivariate analysis (62Hxx)
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