On the domain of attraction of a Tracy-Widom law with applications to testing multiple largest roots

DOI10.1016/j.jmva.2017.11.008zbMath1397.62200arXiv1510.08873OpenAlexW2963119867MaRDI QIDQ1742738

Rajendran Narayanan, Didier Chételat, Martin T. Wells

Publication date: 12 April 2018

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.08873

zbMATH Keywords

Gumbel distributionmultiple testingcharacteristic rootMANOVAmultiway dataequality of covariance matricesgreatest root statisticunion-intersection testTracy-Widom laws

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Uses Software

• Mathematica
• Pfaffian
• Algorithm 923

Cites Work

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• Applied Multiway Data Analysis
• Some Non-Central Distribution Problems in Multivariate Analysis

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