Author:
Wirtz Tim,Waltner Daniel,Kieburg Mario,Kumar Santosh
Funder
Deutsche Forschungsgemeinschaft
Alexander von Humboldt-Stiftung
Publisher
Springer Science and Business Media LLC
Subject
Mathematical Physics,Statistical and Nonlinear Physics
Reference68 articles.
1. Anderson, T.W.: An Introduction to Multivariate Statistical Analysis, 3rd edn. Wiley, Hoboken (2003)
2. Muirhead, R.J.: Aspects of Multivariate Statistical Theory. Wiley, New York (2005)
3. Johnstone, I.M.: High dimensional statistical inference and random matrices. Proc. Int. Cong. Math. 1, 307–333 (2006)
4. Johnstone, I.M.: Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence. Ann. Stat. 36, 2638–2716 (2008)
5. Johnstone, I.M.: Approximate null distribution of the largest root in multivariate analysis. Ann. Appl. Stat. 3, 1616–1633 (2009)
Cited by
6 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献