Accuracy of the Tracy--Widom limits for the extreme eigenvalues in white Wishart matrices

5 March 2012

Papers citing "Accuracy of the Tracy--Widom limits for the extreme eigenvalues in white Wishart matrices"

19 / 19 papers shown

Title
On randomized sketching algorithms and the Tracy-Widom law Daniel Ahfock W. Astle S. Richardson 70 1 0 03 Jan 2022
Convergence rate to the Tracy--Widom laws for the largest eigenvalue of sample covariance matrices Kevin Schnelli Yuanyuan Xu 122 9 0 05 Aug 2021
Limiting laws and consistent estimation criteria for fixed and diverging number of spiked eigenvalues Jian-bo Hu Jingfei Zhang Jianhua Guo Ji Zhu 67 1 0 15 Dec 2020
Quantitative Universality for the Largest Eigenvalue of Sample Covariance Matrices Haoyu Wang 132 8 0 11 Dec 2019
Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model Zeng Li Fang Han Jianfeng Yao 57 20 0 23 Jun 2019
Goodness-of-fit Test for Latent Block Models C. Watanabe Taiji Suzuki 131 5 0 10 Jun 2019
Limits on Sparse Data Acquisition: RIC Analysis of Finite Gaussian Matrices Ahmed Elzanaty A. Giorgetti M. Chiani 71 17 0 09 Feb 2018
Noise Level Estimation for Overcomplete Dictionary Learning Based on Tight Asymptotic Bounds Rui Chen Changshui Yang Huizhu Jia Xiaodong Xie 40 4 0 09 Dec 2017
Tracy-Widom limit for Kendall's tau Z. Bao 89 14 0 04 Dec 2017
Estimating Tail Probabilities of the Ratio of the Largest Eigenvalue to the Trace of a Wishart Matrix Yinqiu He Gongjun Xu 45 1 0 09 Nov 2017
Tracy-Widom at each edge of real covariance and MANOVA estimators Z. Fan Iain M. Johnstone 59 10 0 07 Jul 2017
Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case Johannes Heiny T. Mikosch 79 24 0 24 Aug 2016
On the probability that all eigenvalues of Gaussian, Wishart, and double Wishart random matrices lie within an interval M. Chiani 60 29 0 14 Feb 2015
Roy's largest root under rank-one alternatives:The complex valued case and applications Prathapasinghe Dharmawansa B. Nadler Ofer Shwartz 25 0 0 16 Nov 2014
Maximum Likelihood Estimation for Linear Gaussian Covariance Models Piotr Zwiernik Caroline Uhler Donald Richards 115 63 0 24 Aug 2014
Asymptotics and Concentration Bounds for Bilinear Forms of Spectral Projectors of Sample Covariance V. Koltchinskii Karim Lounici 255 91 0 20 Aug 2014
Roy's Largest Root Test Under Rank-One Alternatives Iain M. Johnstone B. Nadler 119 39 0 24 Oct 2013
Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution M. Chiani 120 101 0 15 Sep 2012
Fast approach to the Tracy-Widom law at the edge of GOE and GUE Iain M. Johnstone Zongming Ma 150 43 0 01 Oct 2011