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Convergence rate to the Tracy--Widom laws for the largest eigenvalue of
  sample covariance matrices

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
Detecting Spectral Breaks in Spiked Covariance Models
Nina Dórnemann
Debashis Paul
25
1
0
30 Apr 2024
Resampling Sensitivity of High-Dimensional PCA
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
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
Tracy-Widom limit for Kendall's tau
Z. Bao
19
14
0
04 Dec 2017
1