Numerical computation for the exact distribution of Roy’s largest root statistic under linear alternative
Author:
Funder
Japan Society for the Promotion of Science
Publisher
Springer Science and Business Media LLC
Subject
Computational Theory and Mathematics,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s42081-022-00182-y.pdf
Reference31 articles.
1. Anderson, T. W. (2003). An Introduction to Multivariate Statistical Analysis (3rd ed.). Wiley.
2. Ang, G. T. X., Bai, Z., Choi, K. P., Fujikoshi, Y., & Hu, J. (2021). Exact and approximate computation of critical values of the largest root test in high dimension. Communications in Statistics-Simulation and Computation, forthcoming.
3. Caro-Lopera, F. J., González Farías, G., & Balakrishnan, N. (2022). Matrix Variate Distribution Theory under Elliptical Models-V: The Non-Central Wishart and Inverted Wishart Distributions. Mathematical Methods of Statistics, 31, 18–42.
4. Constantine, A. G. (1963). Some non-central distribution problems in multivariate analysis. Annals of Mathematical Statistics, 34, 1270–1285.
5. Chiani, M. (2016). Distribution of the largest root of a matrix for Roy’s test in multivariate analysis of variance. Journal of Multivariate Analysis, 143, 467–471.
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