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Roy’s largest root under rank-one perturbations: the complex valued case and applications
The largest eigenvalue of a single or a double Wishart matrix, both known as Roy’s largest root, plays an important role in a variety of applications. Recently, via a small noise perturbation approach with fixed dimension and degrees of freedom, Johnstone and Nadler derived simple yet accurate appro...
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| Publicado no: | J Multivar Anal |
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| Main Authors: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2019
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC6716615/ https://ncbi.nlm.nih.gov/pubmed/31474779 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.jmva.2019.05.009 |
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