The Tracy-Widom law for the Largest Eigenvalue of F Type Matrix

30 May 2015

Papers citing "The Tracy-Widom law for the Largest Eigenvalue of F Type Matrix"

4 / 4 papers shown

Title
Asymptotics of Cointegration Tests for High-Dimensional VAR( $k$ ) A. Bykhovskaya V. Gorin 31 4 0 15 Feb 2022
Cointegration in large VARs A. Bykhovskaya V. Gorin 51 9 0 25 Jun 2020
Sample canonical correlation coefficients of high-dimensional random vectors: local law and Tracy-Widom limit Fan Yang 118 8 0 22 Feb 2020
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 55 11 0 14 Jun 2016