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Roy’s largest root test under rank-one alternatives

Roy’s largest root is a common test statistic in multivariate analysis, statistical signal processing and allied fields. Despite its ubiquity, provision of accurate and tractable approximations to its distribution under the alternative has been a longstanding open problem. Assuming Gaussian observat...

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Detalhes bibliográficos
Publicado no:Biometrika
Main Authors: Johnstone, I. M., Nadler, B.
Formato: Artigo
Idioma:Inglês
Publicado em: Oxford University Press 2017
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC5793689/
https://ncbi.nlm.nih.gov/pubmed/29430030
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1093/biomet/asw060
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