Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence (Q1000304)

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Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence
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    Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence (English)
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    6 February 2009
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    canonical correlation analysis
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    characteristic roots
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    Fredholm determinant
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    Jacobi polynomials
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    largest root
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    Liouville-Green
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    multivariate analysis of variance
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    random matrix theory
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    Roy's test
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    soft edge
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    Tracy-Widom distribution
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