Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT
From MaRDI portal
Publication:1991686
DOI10.1214/17-AOS1646zbMath1411.62130MaRDI QIDQ1991686
Yasunori Fujikoshi, Zhi-Dong Bai, Kwok Pui Choi
Publication date: 30 October 2018
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aos/1536307240
asymptotic distributioneigenvaluesdiscriminant analysistest statisticsMANOVAnonnormalityhigh-dimensional caseRMT
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Analysis of variance and covariance (ANOVA) (62J10)
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