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

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

Z. Bao
G. Pan
Wang Zhou
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Papers citing "Tracy-Widom law for the extreme eigenvalues of sample correlation matrices"

2 / 2 papers shown
Title
Universality of covariance matrices
Universality of covariance matrices
Natesh S. Pillai
J. Yin
98
167
0
11 Oct 2011
Universality results for largest eigenvalues of some sample covariance matrix ensembles
Universality results for largest eigenvalues of some sample covariance matrix ensembles
Sandrine Péché
369
115
0
11 May 2007