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A Survey on the Eigenvalues Local Behavior of Large Complex Correlated
  Wishart Matrices

A Survey on the Eigenvalues Local Behavior of Large Complex Correlated Wishart Matrices

16 September 2015
W. Hachem
A. Hardy
J. Najim
ArXiv (abs)PDFHTML

Papers citing "A Survey on the Eigenvalues Local Behavior of Large Complex Correlated Wishart Matrices"

2 / 2 papers shown
Title
Optimal prediction in the linearly transformed spiked model
Optimal prediction in the linearly transformed spiked model
Edgar Dobriban
W. Leeb
A. Singer
83
20
0
07 Sep 2017
Cleaning large correlation matrices: tools from random matrix theory
Cleaning large correlation matrices: tools from random matrix theory
J. Bun
J. Bouchaud
M. Potters
82
268
0
25 Oct 2016
1