114 citations · 274 across the 5 of their papers we have counts for
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math.OA2007★ 15 cited
Second Order Cumulants of products
James A. Mingo, Roland Speicher, Edward Tan
We derive a formula which expresses a second order cumulant whose entries are products as a sum of cumulants where the entries are single factors. This extends to the second order…
math.ST2007★ 82 cited
Statistical eigen-inference from large Wishart matrices
N. Raj Rao, James A. Mingo, Roland Speicher +1
We consider settings where the observations are drawn from a zero-mean multivariate (real or complex) normal distribution with the population covariance matrix having eigenvalues o…