Joint density of eigenvalues in spiked multivariate models

2 June 2014

Papers citing "Joint density of eigenvalues in spiked multivariate models"

5 / 5 papers shown

Title
Hypergeometric Functions of Matrix Arguments and Linear Statistics of Multi-Spiked Hermitian Matrix Models Damien Passemier M. Mckay Yang Chen 89 6 0 03 Jun 2014
Asymptotic Linear Spectral Statistics for Spiked Hermitian Random Matrix Models Damien Passemier M. Mckay Yang Chen 81 12 0 26 Feb 2014
Three Problems Related to the Eigenvalues of Complex Non-central Wishart Matrices with a Rank-1 Mean Prathapasinghe Dharmawansa 59 3 0 27 Jun 2013
Asymptotic power of sphericity tests for high-dimensional data A. Onatski Marcelo J. Moreira Marc Hallin 72 149 0 20 Jun 2013
Detection of weak signals in high-dimensional complex-valued data A. Onatski 69 10 0 30 Jul 2012