A Note on Universality of the Distribution of the Largest Eigenvalues in Certain Sample Covariance Matrices
Journal of Statistical Physics 108 (5-6): 1033-1056 (2002)

Recently Johansson and Johnstone proved that the distribution of the (properly rescaled) largest principal component of the complex (real) Wishart matrix
  • @peter.ralph
This publication has not been reviewed yet.

rating distribution
average user rating0.0 out of 5.0 based on 0 reviews
    Please log in to take part in the discussion (add own reviews or comments).