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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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Open access2 authors3 topics
Imported metadata coverageMissing code, dataset, citation and institution fields are tracked without dominating the paper.Details
Citations: 0Reviews: 0Saves: 0Code: not linkedDataset: not linkedInstitutions: 0

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Momar DiengCraig A. Tracy

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