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Tail sums of Wishart and GUE eigenvalues beyond the bulk edge

Tail sums of Wishart and GUE eigenvalues beyond the bulk edge

21 April 2017
Iain M. Johnstone
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Papers citing "Tail sums of Wishart and GUE eigenvalues beyond the bulk edge"

1 / 1 papers shown
Title
Optimal Shrinkage of Eigenvalues in the Spiked Covariance Model
Optimal Shrinkage of Eigenvalues in the Spiked Covariance Model
D. Donoho
M. Gavish
Iain M. Johnstone
54
203
0
04 Nov 2013
1