Browse "MA-Journal Papers(저널논문)" by Subject Sample covariance matrix
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| Extreme eigenvalue statistics of m-dependent heavy-tailed matrices Basrak, Bojan; Cho, Yeonok; Heiny, Johannes; Jung, Paul, ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, v.57, no.4, pp.2100 - 2127, 2021-11 |
| TRACY-WIDOM DISTRIBUTION FOR THE LARGEST EIGENVALUE OF REAL SAMPLE COVARIANCE MATRICES WITH GENERAL POPULATION Lee, Ji Oon; Schnelli, Kevin, ANNALS OF APPLIED PROBABILITY, v.26, no.6, pp.3786 - 3839, 2016-12 |
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