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Paper detail

Application of Random Matrix Theory to Multivariate Statistics

This is an expository account of the edge eigenvalue distributions in random matrix theory and their application in multivariate statistics. The emphasis is on the Painlevé representations of these distributions.

preprint2006arXivOpen access
Momar DiengCraig A. Tracy
math.PRmath.STStatistics Theory
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Momar DiengCraig A. Tracy

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