Random matrix theory in statistics: A review

Journal of Statistical Planning and Inference

Volumn 150, Issue , 2014, Pages 1-29

  Paul, Debashis ^a   Aue, Alexander ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

MANOVA; Mar enko Pastur law; Principal component analysis; Stieltjes transform; Tracy Widom law; Wishart matrix

Indexed keywords

EID: 84900475986     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2013.09.005     Document Type: Review

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