Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Estimating Tail Probabilities of the Ratio of the Largest Eigenvalue to
  the Trace of a Wishart Matrix   This paper develops an efficient Monte Carlo method to estimate the tail
probabilities of the ratio of the largest eigenvalue to the trace of the
Wishart matrix, which plays an important role in multivariate data analysis.
The estimator is constructed based on a change-of-measure technique and it is
proved to be asymptotically efficient for both the real and complex Wishart
matrices. Simulation studies further show the outperformance of the proposed
method over existing approaches based on asymptotic approximations, especially
when estimating probabilities of rare events.

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The categories of this paper are: astro-ph
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The categories of this paper are: ao-sci
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The categories of this paper are: q-bio
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The categories of this paper are: chem-ph
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The categories of this paper are: funct-an
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The categories of this paper are: solv-int
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The categories of this paper are: cmp-lg
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The categories of this paper are: acc-phys
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The categories of this paper are: math
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The categories of this paper are: physics
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The categories of this paper are: gr-qc
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The categories of this paper are: bayes-an
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The categories of this paper are: quant-ph
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The categories of this paper are: eess
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The categories of this paper are: alg-geom
1
The categories of this paper are: cs