Approximation of the power functions of Roy’s largest root test under general spiked alternatives

Zhiqiang Hou, Yan Liu, Zhidong Bai, Jiang Hu

Type: Article

Publication Date: 2019-10-11

Citations: 2

DOI: https://doi.org/10.1142/s2010326321500064

View Publication

Locations

Random Matrices Theory and Application - View

Similar Works

Action	Title	Year	Authors
+	Invariance Principle and Clt for the Spiked Eigenvalues of Large-dimensional Fisher Matrices and Applications	2023	Dandan Jiang Zhiqiang Hou Zhidong Bai Runze Li
+	Invariance principle and CLT for the spiked eigenvalues of large-dimensional Fisher matrices and applications	2022	Dandan Jiang Zhiqiang Hou Zhidong Bai Runze Li
+	Roy's Largest Root Test Under Rank-One Alternatives	2013	Iain M. Johnstone Boaz Nadler
+	Roy's Largest Root Test Under Rank-One Alternatives	2013	Iain M. Johnstone Boaz Nadler
+	A universal test on spikes in a high-dimensional generalized spiked model and its applications	2022	Dandan Jiang
+	A Universal Test on Spikes in a High-Dimensional Generalized Spiked Model and Its Applications	2022	Dandan Jiang
+ PDF Chat	A CLT for the LSS of large-dimensional sample covariance matrices with diverging spikes	2023	Zhijun Liu Jiang Hu Zhidong Bai Haiyan Song
+ PDF Chat	Roy’s largest root test under rank-one alternatives	2016	Iain M. Johnstone Boaz Nadler
+	A CLT for the LSS of large dimensional sample covariance matrices with diverging spikes	2022	Zhijun Liu Jiang Hu Zhidong Bai Haiyan Song
+	PCA and eigen-inference for a spiked covariance model with largest eigenvalues of same asymptotic order	2014	Addy Bolívar-Cimé Víctor Pérez‐Abreu
+	Extreme eigenvalues of large-dimensional spiked Fisher matrices with application	2017	Qinwen Wang Jianfeng Yao
+ PDF Chat	Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices	2022	Zhixiang Zhang Shurong Zheng Guangming Pan Ping‐Shou Zhong
+	Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models	2018	David Morales‐Jiménez Iain M. Johnstone Matthew R. McKay Jeha Yang
+ PDF Chat	Sphericity and Identity Test for High-dimensional Covariance Matrix Using Random Matrix Theory	2021	Shoucheng Yuan Jie Zhou Jianxin Pan Jieqiong Shen
+	Distribution of the largest root of a matrix for Roy’s test in multivariate analysis of variance	2015	Marco Chiani
+	Asymptotic independence of spiked eigenvalues and linear spectral statistics for large sample covariance matrices	2020	Zhixiang Zhang Shurong Zheng Guangming Pan Ping‐Shou Zhong
+ PDF Chat	Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model	2020	Zeng Li Fang Han Jianfeng Yao
+ PDF Chat	Joint density of eigenvalues in spiked multivariate models	2014	Prathapasinghe Dharmawansa Iain M. Johnstone
+	Roy's largest root under rank-one alternatives:The complex valued case and applications	2014	Prathapasinghe Dharmawansa Boaz Nadler Ofer Shwartz
+	Roy's largest root under rank-one alternatives:The complex valued case and applications	2014	Prathapasinghe Dharmawansa Boaz Nadler Ofer Shwartz

Works That Cite This (1)

Action	Title	Year	Authors
+	Exact and approximate computation of critical values of the largest root test in high dimension	2021	Gregory Ang Zhidong Bai Kwok Pui Choi Yasunori Fujikoshi Jiang Hu

Works Cited by This (24)

Action	Title	Year	Authors
+ PDF Chat	Roy’s largest root test under rank-one alternatives	2016	Iain M. Johnstone Boaz Nadler
+ PDF Chat	On the distribution of the largest eigenvalue in principal components analysis	2001	Iain M. Johnstone
+	On sample eigenvalues in a generalized spiked population model	2011	Zhidong Bai Jianfeng Yao
+ PDF Chat	CLT for linear spectral statistics of large-dimensional sample covariance matrices	2004	Zhidong Bai Jack W. Silverstein
+ PDF Chat	The Limiting Empirical Measure of Multiple Discriminant Ratios	1980	Kenneth W. Wachter
+	Sensitivity Comparisons among Tests of the General Linear Hypothesis	1966	Martin Schatzoff
+	Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy–Widom distribution	2014	Marco Chiani
+	Asymptotic formulae for the distribution of a multivariate test statistic: Power comparisons of certain multivariate tests	1971	Yoong-Sin Lee
+	Power comparisons of tests of two multivariate hypotheses based on four criteria	1967	K. C. Sreedharan Pillai K. Jayachandran
+	On the Limiting Empirical Distribution Function of the Eigenvalues of a Multivariate <i>F</i> Matrix	1988	Zhidong Bai Yanqing Yin P. R. Krishnaiah