# Statistical eigen-inference from large Wishart matrices

Rao, N. Raj,
Mingo, James A.,
Speicher, Roland,
Edelman, Alan
.
The Annals of Statistics
2008.
36
(6)
:2850-2885

## Locate this article in:

## Bibtex

@article{CIS-261134,
Author = {Rao, N. Raj and Mingo, James A. and Speicher, Roland and Edelman, Alan},
Title = {Statistical eigen-inference from large Wishart matrices},
Journal = {The Annals of Statistics},
Volume = {36},
Number = {6},
Year = {2008},
Pages = {2850--2885},
Keywords = {Ergodicity, Importance sampling, Control variates, Markov chain Monte Carlo, Bayes factors, hyperparameter selection, free probability, linear statistics, random matrix theory, sample covariance matrices, second order freeness}
}

## Similar articles