%0 Journal Article %1 paul2013random %A Paul, Debashis %A Aue, Alexander %D 2013 %J Journal of Statistical Planning and Inference %K Tracy-Widom random_matrices review spectral_theory statistics %N 0 %P - %R 10.1016/j.jspi.2013.09.005 %T Random matrix theory in statistics: A review %U http://www.sciencedirect.com/science/article/pii/S0378375813002280 %X Abstract We give an overview of random matrix theory (RMT) with the objective of highlighting the results and concepts that have a growing impact in the formulation and inference of statistical models and methodologies. This paper focuses on a number of application areas especially within the field of high-dimensional statistics and describes how the development of the theory and practice in high-dimensional statistical inference has been influenced by the corresponding developments in the field of RMT.

@article{paul2013random, abstract = {Abstract We give an overview of random matrix theory (RMT) with the objective of highlighting the results and concepts that have a growing impact in the formulation and inference of statistical models and methodologies. This paper focuses on a number of application areas especially within the field of high-dimensional statistics and describes how the development of the theory and practice in high-dimensional statistical inference has been influenced by the corresponding developments in the field of RMT. }, added-at = {2013-12-13T20:35:21.000+0100}, author = {Paul, Debashis and Aue, Alexander}, biburl = {https://www.bibsonomy.org/bibtex/24d89e23a96fc1efeace5c6ad9759c3c3/peter.ralph}, doi = {10.1016/j.jspi.2013.09.005}, interhash = {14feab78a23434f12adb9c8e2c297627}, intrahash = {4d89e23a96fc1efeace5c6ad9759c3c3}, issn = {0378-3758}, journal = {Journal of Statistical Planning and Inference }, keywords = {Tracy-Widom random_matrices review spectral_theory statistics}, number = 0, pages = { - }, timestamp = {2013-12-13T20:35:21.000+0100}, title = {Random matrix theory in statistics: A review }, url = {http://www.sciencedirect.com/science/article/pii/S0378375813002280}, year = 2013 }