Article ID Journal Published Year Pages File Type
1147424 Journal of Statistical Planning and Inference 2014 29 Pages PDF
Abstract
We give an overview of random matrix theory (RMT) with the objective of highlighting the results and concepts that have a growing impact in the formulation and inference of statistical models and methodologies. This paper focuses on a number of application areas especially within the field of high-dimensional statistics and describes how the development of the theory and practice in high-dimensional statistical inference has been influenced by the corresponding developments in the field of RMT.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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