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04/16/2023
Tracy-Widom distribution for the edge eigenvalues of elliptical model
In this paper, we study the largest eigenvalues of sample covariance mat...
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03/06/2023
Extreme eigenvalues of sample covariance matrices under generalized elliptical models with applications
We consider the extreme eigenvalues of the sample covariance matrix Q=YY...
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05/27/2021
