Exact and approximate computation of critical values of the largest root test in high dimension

DOI10.1080/03610918.2021.1900247OpenAlexW3137365376MaRDI QIDQ6116995

Yasunori Fujikoshi, Unnamed Author, Jiang Hu, Kwok Pui Choi, Zhi-Dong Bai

Publication date: 18 July 2023

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2021.1900247

zbMATH Keywords

robustnesscritical valuesTracy-Widom distributionhigh dimensionMANOVARoy's largest root test

Mathematics Subject Classification ID

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

Related Items (1)

Numerical computation for the exact distribution of Roy's largest root statistic under linear alternative

Cites Work

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