Distributions of the Extreme Eigenvaluesof Beta-Jacobi Random Matrices.

Ioana Dumitriu Plamen Koev

Published in: SIAM J. Matrix Anal. Appl. (2008)

Keyphrases

heavy tailed
random variables
covariance matrices
random vectors
probability distribution
exponential distributions
singular value decomposition
normal distribution
data sets
neural network
maximum likelihood
joint distribution
positive definite
independent and identically distributed
coefficient matrix