Tracy-Widom limit for Kendall's tau

4 December 2017

Papers citing "Tracy-Widom limit for Kendall's tau"

3 / 3 papers shown

Title
Limiting spectral distribution of large dimensional Spearman's rank correlation matrices Zeyu Wu Cheng-Long Wang 36 10 0 23 Dec 2021
Convergence rate to the Tracy--Widom laws for the largest eigenvalue of sample covariance matrices Kevin Schnelli Yuanyuan Xu 62 8 0 05 Aug 2021
Central Limit Theorem for Linear Spectral Statistics of Large Dimensional Kendall's Rank Correlation Matrices and its Applications Zeng Li Qinwen Wang Runze Li 26 13 0 13 Dec 2019