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Analytic approximation to the largest eigenvalue distribution of a white Wishart matrix

Author: Vlok, JD ; Olivier, JC Date: 14 Aug 2012 Eigenvalue distributions of Wishart matrices are given in the literature as functions or distributions defined in terms of matrix arguments requiring numerical evaluation. As a result the relationship between parameter values and statistics ... Read more

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Browsing by Subject "Eigenvalue distribution"

Browsing by Subject "Eigenvalue distribution"

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