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2016 | Journal Article | IST-REx-ID: 1157 |
Lee, J., & Schnelli, K. (2016). Tracy-widom distribution for the largest eigenvalue of real sample covariance matrices with general population. Annals of Applied Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/16-AAP1193View | DOI | Download Preprint (ext.)