Approximation of the power functions of Roy’s largest root test under general spiked alternatives (Q5860221)
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scientific article; zbMATH DE number 7430403
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of the power functions of Roy’s largest root test under general spiked alternatives |
scientific article; zbMATH DE number 7430403 |
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Approximation of the power functions of Roy’s largest root test under general spiked alternatives (English)
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19 November 2021
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Roy's largest root test
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rank-one alternatives
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rank-finite alternatives
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spiked model
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approximate distribution
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central limit theorem
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random matrices
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