This is an expository account of the edge eigenvalue distributions in random matrix theory and their application in multivariate statistics. The emphasis is on the Painlev\'e representations of these distributions.
CITATION STYLE
Dieng, M., & Tracy, C. A. (2011). Application of Random Matrix Theory to Multivariate Statistics. In Random Matrices, Random Processes and Integrable Systems (pp. 443–507). Springer New York. https://doi.org/10.1007/978-1-4419-9514-8_7
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