Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution

15 September 2012

Papers citing "Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution"

10 / 10 papers shown

Title
Associative memory and dead neurons V. Fanaskov Ivan Oseledets 133 1 0 02 Oct 2024
Multiway clustering of 3-order tensor via affinity matrix Dina Faneva Andriantsiory J. B. Geloun M. Lebbah 116 2 0 14 Mar 2023
Privately Publishable Per-instance Privacy Rachel Redberg Yu Wang 108 18 0 03 Nov 2021
On the Distribution of an Arbitrary Subset of the Eigenvalues for some Finite Dimensional Random Matrices M. Chiani A. Zanella 72 1 0 02 Jan 2020
Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix Koki Shimizu Hiroki Hashiguchi 22 9 0 09 Dec 2019
Model Order Selection Based on Information Theoretic Criteria: Design of the Penalty Andrea Mariani A. Giorgetti M. Chiani 36 59 0 04 Oct 2019
Asymptotic Coincidence of the Statistics for Degenerate and Non-Degenerate Correlated Real Wishart Ensembles Tim Wirtz M. Kieburg T. Guhr 29 4 0 13 Apr 2015
On the probability that all eigenvalues of Gaussian, Wishart, and double Wishart random matrices lie within an interval M. Chiani 57 29 0 14 Feb 2015
Distribution of the largest root of a matrix for Roy's test in multivariate analysis of variance M. Chiani 117 22 0 16 Jan 2014
Roy's Largest Root Test Under Rank-One Alternatives Iain M. Johnstone B. Nadler 119 39 0 24 Oct 2013