Application of Random Matrix Theory to Multivariate Statistics

DOI10.1007/978-1-4419-9514-8_7OpenAlexW2151614291MaRDI QIDQ2908889

Momar Dieng, Craig A. Tracy

Publication date: 29 August 2012

Published in: Random Matrices, Random Processes and Integrable Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0603543

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (8)

Linear statistics of matrix ensembles in classical background ⋮ Global and local scaling limits for linear eigenvalue statistics of Jacobi \(\beta\)-ensembles ⋮ Convergence of eigenvector empirical spectral distribution of sample covariance matrices ⋮ On the maximal domain of attraction of Tracy-Widom distribution for Gaussian unitary ensembles ⋮ Universality of covariance matrices ⋮ Linear statistics of random matrix ensembles at the spectrum edge associated with the Airy kernel ⋮ Edge universality of separable covariance matrices ⋮ Near-extreme eigenvalues and the first gap of Hermitian random matrices

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