Distribution of the largest root of a matrix for Roy's test in multivariate analysis of variance
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Publication:900830
DOI10.1016/j.jmva.2015.10.007zbMath1327.62329arXiv1401.3987OpenAlexW1847041450MaRDI QIDQ900830
Publication date: 23 December 2015
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1401.3987
random matriceslargest eigenvaluecharacteristic rootsTracy-Widom distributionWishart matricesmultivariate analysis of variance (MANOVA)Roy's test
Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10)
Related Items (10)
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