Tracy-Widom law for the extreme eigenvalues of sample correlation matrices

10.1214/EJP.v17-1962

Saved in:

Bibliographic Details
Main Authors:	Bao, Z., Pan, G., Zhou, W.
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Article
Published:	2014
Subjects:	Extreme eigenvalues Sample correlation matrices Sample covariance matrices Stieltjes transform Tracy-Widom law
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/105441
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	National University of Singapore

Description
Summary:	10.1214/EJP.v17-1962

Similar Items