Sampling spiked Wishart eigenvalues

DOI10.1080/03610918.2025.2490204MaRDI QIDQ7356823zbMATH OpenFDO

Authors Thomas G. Brooks

Publication date 24 September 2026

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2025.2490204

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Accurate Ranking of Differentially Expressed Genes by a Distribution-Free Shrinkage Approach
• Matrix models for beta ensembles
• On the distribution of the th largest eigenvalue of spiked complex Wishart matrices
• On the theory of statistical regression.

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