Distribution of the largest root of a matrix for Roy's test in
multivariate analysis of variance

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Distribution of the largest root of a matrix for Roy's test in multivariate analysis of variance

16 January 2014

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Papers citing "Distribution of the largest root of a matrix for Roy's test in multivariate analysis of variance"

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Title
Numerical computation for the exact distribution of Roy's largest root statistic under linear alternative Koki Shimizu Hiroki Hashiguchi 55 1 0 24 May 2022
Computable structural formulas for the distribution of the $β$ -Jacobi edge eigenvalues Peter J. Forrester Santosh Kumar 23 6 0 03 Jun 2020
Permutation Inference for Canonical Correlation Analysis A. Winkler O. Renaud Stephen M. Smith Thomas E. Nichols 58 73 0 24 Feb 2020
On the Distribution of an Arbitrary Subset of the Eigenvalues for some Finite Dimensional Random Matrices M. Chiani A. Zanella 74 1 0 02 Jan 2020
Exact Largest Eigenvalue Distribution for Doubly Singular Beta Ensemble S. Grinek 26 1 0 06 May 2019
Asymptotic regime for impropriety tests of complex random vectors Florent Chatelain N. L. Bihan J. Manton 28 1 0 29 Apr 2019
On the Domain of Attraction of a Tracy-Widom Law with Applications to Testing Multiple Largest Roots Didier Chételat Rajendran Narayanan M. Wells 25 0 0 29 Oct 2015
On the probability that all eigenvalues of Gaussian, Wishart, and double Wishart random matrices lie within an interval M. Chiani 60 29 0 14 Feb 2015
Roy's Largest Root Test Under Rank-One Alternatives Iain M. Johnstone B. Nadler 119 39 0 24 Oct 2013