Tracy-Widom at each edge of real covariance and MANOVA estimators
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Publication:2083270
DOI10.1214/21-AAP1754zbMath1505.60011arXiv1707.02352MaRDI QIDQ2083270
Publication date: 10 October 2022
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.02352
Related Items
Convergence rate to the Tracy-Widom laws for the largest eigenvalue of sample covariance matrices ⋮ Tracy-Widom law for the extreme eigenvalues of large signal-plus-noise matrices ⋮ Tracy-Widom limit for Kendall's tau ⋮ Tracy-Widom at each edge of real covariance and MANOVA estimators
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