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

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

17 September 2014

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

13 / 13 papers shown

Title
Resampling Sensitivity of High-Dimensional PCA Haoyu Wang 51 0 0 30 Dec 2022
Wavelet eigenvalue regression in high dimensions P. Abry B. C. Boniece G. Didier H. Wendt 65 4 0 09 Aug 2021
Convergence rate to the Tracy--Widom laws for the largest eigenvalue of sample covariance matrices Kevin Schnelli Yuanyuan Xu 105 8 0 05 Aug 2021
Detection of Signal in the Spiked Rectangular Models Ji Hyung Jung Hye Won Chung J. Lee 84 10 0 28 Apr 2021
Tracy-Widom distribution for heterogeneous Gram matrices with applications in signal detection Xiucai Ding Fan Yang 48 15 0 10 Aug 2020
Quantitative Universality for the Largest Eigenvalue of Sample Covariance Matrices Haoyu Wang 108 7 0 11 Dec 2019
Spiked separable covariance matrices and principal components Xiucai Ding Fan Yang 85 57 0 29 May 2019
The spiked matrix model with generative priors Benjamin Aubin Bruno Loureiro Antoine Maillard Florent Krzakala Lenka Zdeborová 82 53 0 29 May 2019
Singular vector and singular subspace distribution for the matrix denoising model Z. Bao Xiucai Ding Ke Wang 104 51 0 27 Sep 2018
The bootstrap, covariance matrices and PCA in moderate and high-dimensions N. Karoui E. Purdom 87 16 0 02 Aug 2016
A unified matrix model including both CCA and F matrices in multivariate analysis: the largest eigenvalue and its applications Xiao Han G. Pan Qing Yang 48 11 0 14 Jun 2016
The Tracy-Widom law for the Largest Eigenvalue of F Type Matrix X. Han G. Pan B. Zhang 28 15 0 30 May 2015
Large complex correlated Wishart matrices: Fluctuations and asymptotic independence at the edges W. Hachem A. Hardy J. Najim 165 33 0 26 Sep 2014