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
✦ LIBER ✦
The Tracy–Widom Law for Some Sparse Random Matrices
✍ Scribed by Sasha Sodin
- Publisher
- Springer
- Year
- 2009
- Tongue
- English
- Weight
- 298 KB
- Volume
- 136
- Category
- Article
- ISSN
- 0022-4715
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