Tracy-Widom limit for Kendall's tau
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Publication:2284382
DOI10.1214/18-AOS1786zbMath1436.62191arXiv1712.00892OpenAlexW2982592657MaRDI QIDQ2284382
Publication date: 15 January 2020
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1712.00892
Multivariate distribution of statistics (62H10) Factor analysis and principal components; correspondence analysis (62H25) Random matrices (probabilistic aspects) (60B20) Order statistics; empirical distribution functions (62G30) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)
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