Tracy-Widom limit for Kendall's tau

4 December 2017

Papers citing "Tracy-Widom limit for Kendall's tau"

2 / 2 papers shown

Title
Limiting spectral distribution of large dimensional Spearman's rank correlation matrices Zeyu Wu Cheng-Long Wang 36 10 0 23 Dec 2021
Convergence rate to the Tracy--Widom laws for the largest eigenvalue of sample covariance matrices Kevin Schnelli Yuanyuan Xu 56 8 0 05 Aug 2021