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

24 October 2011

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

2 / 2 papers shown

Title
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 Sandrine Péché 369 115 0 11 May 2007