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Roy's Largest Root Test Under Rank-One Alternatives

Roy's Largest Root Test Under Rank-One Alternatives

24 October 2013
Iain M. Johnstone
B. Nadler
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Papers citing "Roy's Largest Root Test Under Rank-One Alternatives"

3 / 3 papers shown
Title
Numerical computation for the exact distribution of Roy's largest root
  statistic under linear alternative
Numerical computation for the exact distribution of Roy's largest root statistic under linear alternative
Koki Shimizu
Hiroki Hashiguchi
15
0
0
24 May 2022
On the Distribution of an Arbitrary Subset of the Eigenvalues for some
  Finite Dimensional Random Matrices
On the Distribution of an Arbitrary Subset of the Eigenvalues for some Finite Dimensional Random Matrices
M. Chiani
A. Zanella
16
1
0
02 Jan 2020
Testing linear hypotheses in high-dimensional regressions
Testing linear hypotheses in high-dimensional regressions
Z. Bai
Dandan Jiang
J. Yao
Shu-rong Zheng
51
29
0
05 Jun 2012
1