We place ourselves in the setting of high-dimensional statistical inference, where the number of variables p in a data set of interest is of the same order of magnitude as the number of observations n ...

We introduce a novel parametrization of the correlation matrix. The reparametrization facilitates modeling of correlation and covariance matrices by an unrestricted vector, where positive definiteness ...

Random Matrix Theory and Its Applications Publication Trend The graph below shows the total number of publications each year in Random Matrix Theory and Its Applications.