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2108.02728
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Convergence rate to the Tracy--Widom laws for the largest eigenvalue of sample covariance matrices
5 August 2021
Kevin Schnelli
Yuanyuan Xu
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Papers citing
"Convergence rate to the Tracy--Widom laws for the largest eigenvalue of sample covariance matrices"
4 / 4 papers shown
Title
Detecting Spectral Breaks in Spiked Covariance Models
Nina Dórnemann
Debashis Paul
25
1
0
30 Apr 2024
Resampling Sensitivity of High-Dimensional PCA
Haoyu Wang
13
0
0
30 Dec 2022
Optimal Smoothed Analysis and Quantitative Universality for the Smallest Singular Value of Random Matrices
Haoyu Wang
11
1
0
08 Nov 2022
Tracy-Widom limit for Kendall's tau
Z. Bao
19
14
0
04 Dec 2017
1