Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models-Reference-Cited by-同舟云学术

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Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models

Published:2015-07 Issue: Volume:139 Page:124-146
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Passemier Damien,McKay Matthew R.,Chen Yang

Funder

Hong Kong Research Grants Council

Macau Science Foundation

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference78 articles.

1. On estimating the scale and noncentrality matrices of a Wishart distribution;Alam;Sankhyā Ser. B,1990

2. An Introduction to Multivariate Statistical Analysis;Anderson,2003

3. A CLT for a band matrix model;Anderson;Probab. Theory Related Fields,2005

4. M.C. Andreief, Note sur une relation entre les intégrales définies des produits des fonctions, Mém. de la Soc. Sci. Bordeaux 2.

5. Estimation of spiked eigenvalues in spiked models;Bai;Random Matrices Theory Appl.,2012

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1. Eigenvalue-Based Detection of a Signal in Colored Noise: Finite and Asymptotic Analyses;IEEE Transactions on Information Theory;2020-10

2. Detection of a Signal in Colored Noise: A Random Matrix Theory Based Analysis;2019 IEEE Global Communications Conference (GLOBECOM);2019-12

3. Joint density of eigenvalues in spiked multivariate models;Stat;2014-03

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