Statistical Eigen-Inference from large wishart matrices

Annals of Statistics

Volumn 36, Issue 6, 2008, Pages 2850-2885

  Rao, N Raj ^a   Mingo, James A ^b   Speicher, Roland ^b   Edelman, Alan ^a  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b QUEEN S UNIVERSITY   (Canada)

Author keywords

Eigen inference; Free probability; Linear statistics.; Random matrix theory; Sample covariance matrices; Second order freeness; Wishart matrices

Indexed keywords

EID: 46749119703     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/07-AOS583     Document Type: Article

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