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

10.1214/EJP.v17-1962

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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
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-105441
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spelling	sg-nus-scholar.10635-1054412023-10-31T07:47:33Z Tracy-Widom law for the extreme eigenvalues of sample correlation matrices Bao, Z. Pan, G. Zhou, W. STATISTICS & APPLIED PROBABILITY Extreme eigenvalues Sample correlation matrices Sample covariance matrices Stieltjes transform Tracy-Widom law 10.1214/EJP.v17-1962 Electronic Journal of Probability 17 - 2014-10-28T05:16:17Z 2014-10-28T05:16:17Z 2012 Article Bao, Z., Pan, G., Zhou, W. (2012). Tracy-Widom law for the extreme eigenvalues of sample correlation matrices. Electronic Journal of Probability 17 : -. ScholarBank@NUS Repository. https://doi.org/10.1214/EJP.v17-1962 10836489 http://scholarbank.nus.edu.sg/handle/10635/105441 000309961200001 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Extreme eigenvalues Sample correlation matrices Sample covariance matrices Stieltjes transform Tracy-Widom law
spellingShingle	Extreme eigenvalues Sample correlation matrices Sample covariance matrices Stieltjes transform Tracy-Widom law Bao, Z. Pan, G. Zhou, W. Tracy-Widom law for the extreme eigenvalues of sample correlation matrices
description	10.1214/EJP.v17-1962
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY Bao, Z. Pan, G. Zhou, W.
format	Article
author	Bao, Z. Pan, G. Zhou, W.
author_sort	Bao, Z.
title	Tracy-Widom law for the extreme eigenvalues of sample correlation matrices
title_short	Tracy-Widom law for the extreme eigenvalues of sample correlation matrices
title_full	Tracy-Widom law for the extreme eigenvalues of sample correlation matrices
title_fullStr	Tracy-Widom law for the extreme eigenvalues of sample correlation matrices
title_full_unstemmed	Tracy-Widom law for the extreme eigenvalues of sample correlation matrices
title_sort	tracy-widom law for the extreme eigenvalues of sample correlation matrices
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/105441
_version_	1781788052632371200

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

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