Nonasymptotic analysis of the Lawley-Hotelling statistic for high-dimensional data

DOI10.1007/S10958-021-05595-WzbMath1478.62131OpenAlexW3206586510MaRDI QIDQ2246213

Yanyan Li

Publication date: 16 November 2021

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-021-05595-w

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (1)

Laplace Expansion for Bartlett--Nanda--Pillai Test Statistic and Its Error Bound

Cites Work

• On matrix trace inequalities and related topics for products of Hermitian matrices
• Asymptotic expansions of the distributions of MANOVA test statistics when the dimension is large
• Berry-Esseen bound for high dimensional asymptotic approximation of Wilks' lambda distribution
• \(L_{1}\)-norm error bounds for asymptotic expansions of multivariate scale mixtures and their applications to Hotelling's generalized \(T_{0}^{2}\)
• Multivariate Statistics
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