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Tracy-Widom at each edge of real covariance and MANOVA estimators

7 July 2017

Papers citing "Tracy-Widom at each edge of real covariance and MANOVA estimators"

2 / 2 papers shown

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
Tracy-Widom distribution for heterogeneous Gram matrices with applications in signal detection Xiucai Ding Fan Yang 48 15 0 10 Aug 2020