High dimensional statistical inference and random matrices

International Congress of Mathematicians, ICM 2006

Volumn 1, Issue , 2006, Pages 307-333

  Johnstone, Iain M ^a  

^a STANFORD UNIVERSITY   (United States)

Author keywords

Canonical correlations; Eigenvector estimation; Largest eigenvalue; Principal components analysis; Random matrix theory; Tracy widom distribution; Wishart distribution

Indexed keywords

CANONICAL CORRELATIONS; EIGENVECTOR ESTIMATION; LARGEST EIGENVALUES; PRINCIPAL COMPONENTS ANALYSIS; RANDOM MATRIX THEORY; TRACY-WIDOM DISTRIBUTION; WISHART DISTRIBUTION;

MATRIX ALGEBRA; MULTIVARIANT ANALYSIS; PRINCIPAL COMPONENT ANALYSIS; RANDOM VARIABLES;

EIGENVALUES AND EIGENFUNCTIONS;

EID: 79961039847     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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