Pages that link to "Item:Q3385481"
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The following pages link to Tracy–Widom law for the largest eigenvalue of sample covariance matrix generated by VARMA (Q3385481):
Displaying 3 items.
- Tracy-Widom at each edge of real covariance and MANOVA estimators (Q2083270) (← links)
- Ratio-consistent estimation for long range dependent Toeplitz covariance with application to matrix data whitening (Q2084468) (← links)
- Sampling without replacement from a high-dimensional finite population (Q6635731) (← links)