Tracy-Widom Distribution for the Largest Eigenvalue of Real Sample Covariance Matrices with General Population

17 September 2014

Papers citing "Tracy-Widom Distribution for the Largest Eigenvalue of Real Sample Covariance Matrices with General Population"

8 / 8 papers shown

Title
On the principal components of sample covariance matrices Alex Bloemendal Antti Knowles H. Yau J. Yin 116 152 0 03 Apr 2014
Universality for the largest eigenvalue of sample covariance matrices with general population Z. Bao G. Pan Wang Zhou 63 101 0 21 Apr 2013
Universality of covariance matrices Natesh S. Pillai J. Yin 98 167 0 11 Oct 2011
Limits of spiked random matrices II Alex Bloemendal Bálint Virág 97 91 0 16 Sep 2011
Limits of spiked random matrices I Alex Bloemendal Bálint Virág 93 135 0 08 Nov 2010
Performance of Statistical Tests for Single Source Detection using Random Matrix Theory Pascal Bianchi Merouane Debbah Mylène Maïda J. Najim 75 224 0 05 Oct 2009
Sample eigenvalue based detection of high dimensional signals in white noise using relatively few samples R. Nadakuditi Alan Edelman 354 286 0 17 May 2007
Universality results for largest eigenvalues of some sample covariance matrix ensembles Sandrine Péché 369 115 0 11 May 2007