Rmtstat

swMATH20058MaRDI QIDQ31880FDOQ31880

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Official website: https://cran.r-project.org/web/packages/RMTstat/index.html

Source code repository: https://github.com/cran/Rmtstat

Cited In (9)

• Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices
• Approximation of rectangular beta-Laguerre ensembles and large deviations
• Approximate null distribution of the largest root in multivariate analysis
• On the empirical spectral distribution of lag-covariance matrix in singular spectrum analysis
• Random matrix theory in statistics: a review
• rootWishart
• RMTool
• Random matrix theory and its applications
• Considering Horn's parallel analysis from a random matrix theory point of view

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