Large complex correlated Wishart matrices: Fluctuations and asymptotic
independence at the edges

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Large complex correlated Wishart matrices: Fluctuations and asymptotic independence at the edges

26 September 2014

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Papers citing "Large complex correlated Wishart matrices: Fluctuations and asymptotic independence at the edges"

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Title
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
Distribution of the Scaled Condition Number of Single-spiked Complex Wishart Matrices Pasan Dissanayake Prathapasinghe Dharmawansa Yang Chen 27 1 0 11 May 2021
Halting Time is Predictable for Large Models: A Universality Property and Average-case Analysis Courtney Paquette B. V. Merrienboer Elliot Paquette Fabian Pedregosa 99 27 0 08 Jun 2020
Linear spectral statistics of eigenvectors of anisotropic sample covariance matrices Fan Yang 56 9 0 03 May 2020
Tracy-Widom at each edge of real covariance and MANOVA estimators Z. Fan Iain M. Johnstone 47 10 0 07 Jul 2017
A Survey on the Eigenvalues Local Behavior of Large Complex Correlated Wishart Matrices W. Hachem A. Hardy J. Najim 51 14 0 16 Sep 2015