Exact and approximate computation of critical values of the largest root test in high dimension-Reference-Cited by-同舟云学术

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Exact and approximate computation of critical values of the largest root test in high dimension

Published:2021-03-23 Issue: Volume: Page:1-17
ISSN:0361-0918
Container-title:Communications in Statistics - Simulation and Computation
language:en
Short-container-title:Communications in Statistics - Simulation and Computation

Author:

Ang Gregory Tai Xiang¹^ORCID,Bai Zhidong²^ORCID,Choi Kwok Pui¹,Fujikoshi Yasunori³,Hu Jiang²^ORCID

Affiliation:

1. Department of Statistics and Applied Probability, National University of Singapore, Singapore, Singapore

2. KLASMOE and School of Mathematics & Statistics, Northeast Normal University, Changchun, China

3. Department of Mathematics, Graduate School of Science, Hiroshima University, Higashi-Hiroshima, Japan

Funder

NSFC

Singapore Ministry of Education Academic Research Funds

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610918.2021.1900247

Reference33 articles.

1. Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT

2. Canonical correlation coefficients of high-dimensional Gaussian vectors: Finite rank case

3. Exact distributional computations for Roy’s statistic and the largest eigenvalue of a Wishart distribution

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Numerical computation for the exact distribution of Roy’s largest root statistic under linear alternative;Japanese Journal of Statistics and Data Science;2022-11-01

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