Random matrix theory in statistics: A review
نویسندگان
چکیده
منابع مشابه
Journal club - Random matrix theory in statistics: A review
The article ”Random matrix theory in statistics: A review” was written by D. Paul and A. Aue and published in the Journal of Statistical Planning and Inference in 2015. Random Matrix Theory (RMT) is interested among other topics in describing the asymptotic behavior of the singular values and singular vectors of random matrices. Random matrices emerge in many statistical problems, that can be t...
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ژورنال
عنوان ژورنال: Journal of Statistical Planning and Inference
سال: 2014
ISSN: 0378-3758
DOI: 10.1016/j.jspi.2013.09.005