Roy's largest root under rank-one perturbations: the complex valued case and applications
From MaRDI portal
Publication:2008213
DOI10.1016/j.jmva.2019.05.009zbMath1425.60011OpenAlexW2963310145WikidataQ93046421 ScholiaQ93046421MaRDI QIDQ2008213
Prathapasinghe Dharmawansa, Ofer Shwartz, Boaz Nadler
Publication date: 22 November 2019
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6716615
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Confluent hypergeometric functions, Whittaker functions, ({}_1F_1) (33C15)
Related Items
The distribution of the non-central Wilks statistic in the complex case, Noncentral complex Wishart matrices: Moments and correlation of minors, On the distribution of an arbitrary subset of the eigenvalues for some finite dimensional random matrices, Approximation for the distribution function of non-central complex Wilks statistic
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices
- A rate of convergence result for the largest eigenvalue of complex white Wishart matrices
- Distribution of the largest root of a matrix for Roy's test in multivariate analysis of variance
- Approximate null distribution of the largest root in multivariate analysis
- Distributions of the largest latent root of the multivariate complex Gaussian distribution
- On the distribution of the largest eigenvalue in principal components analysis
- Shape fluctuations and random matrices
- Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution
- Non-central distributions of ith largest characteristic roots of three matrices concerning complex multivariate normal populations
- Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
- Complex random matrices and Rician channel capacity
- Eigenvalues and Condition Numbers of Random Matrices
- Non-Parametric Detection of the Number of Signals: Hypothesis Testing and Random Matrix Theory
- Eigenvalues and Condition Numbers of Complex Random Matrices
- Improved Detection of Correlated Signals in Low-Rank-Plus-Noise Type Data Sets Using Informative Canonical Correlation Analysis (ICCA)
- Distribution of the Largest or the Smallest Characteristic Root Under Null Hypothesis Concerning Complex Multivariate Normal Populations
- On the Probability That All Eigenvalues of Gaussian, Wishart, and Double Wishart Random Matrices Lie Within an Interval
- Roy’s largest root test under rank-one alternatives
- Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
- Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
- On a Heuristic Method of Test Construction and its use in Multivariate Analysis