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On the domain of attraction of a Tracy-Widom law with applications to testing multiple largest roots

Didier Chételat, R. Narayanan and M. T. Wells

Article (2018)

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Department: Department of Mathematics and Industrial Engineering
PolyPublie URL: https://publications.polymtl.ca/39618/
Journal Title: Journal of Multivariate Analysis (vol. 165)
Publisher: Elsevier
DOI: 10.1016/j.jmva.2017.11.008
Official URL: https://doi.org/10.1016/j.jmva.2017.11.008
Date Deposited: 18 Apr 2023 15:03
Last Modified: 25 Sep 2024 16:24
Cite in APA 7: Chételat, D., Narayanan, R., & Wells, M. T. (2018). On the domain of attraction of a Tracy-Widom law with applications to testing multiple largest roots. Journal of Multivariate Analysis, 165, 132-142. https://doi.org/10.1016/j.jmva.2017.11.008

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