𝔖 Bobbio Scriptorium
✦   LIBER   ✦

From Gumbel to Tracy-Widom

✍ Scribed by K. Johansson

Book ID
106137735
Publisher
Springer
Year
2006
Tongue
English
Weight
384 KB
Volume
138
Category
Article
ISSN
1432-2064

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Tracy–Widom statistic for the largest ei
Tracy–Widom statistic for the largest eigenvalue of autoscaled real matrices
✍ Edoardo Saccenti; Age K. Smilde; Johan A. Westerhuis; Margriet M. W. B. Hendriks 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 297 KB

Eigenanalysis is common practice in biostatistics, and the largest eigenvalue of a data set contains valuable information about the data. However, to make inferences about the size of the largest eigenvalue, its distribution must be known. Johnstone's theorem states that the largest eigenvalues l 1