On the distribution of the second-largest latent root for certain high dimensional Wishart matrices

Author: Iimori Takayuki   Ogura Toru   Sugiyama Takakazu  

Publisher: Inderscience Publishers

ISSN: 1755-3210

Source: International Journal of Knowledge Engineering and Soft Data Paradigms, Vol.4, Iss.2, 2013-12, pp. : 187-197

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Abstract