Exact and approximate computation of critical values of the largest root test in high dimension

Gregory Ang, Zhidong Bai, Kwok Pui Choi, Yasunori Fujikoshi, Jiang Hu

Type: Article

Publication Date: 2021-03-23

Citations: 1

DOI: https://doi.org/10.1080/03610918.2021.1900247

View Publication

Locations

Communications in Statistics - Simulation and Computation - View

Similar Works

Action	Title	Year	Authors
+ PDF Chat	Comparison of Test Statistics of Nonnormal and Unbalanced Samples for Multivariate Analysis of Variance in terms of Type-I Error Rates	2019	Can Ateş Özlem Kaymaz Emre H. Kale Mustafa Agâh Tekindal
+	Tracy–Widom statistic for the largest eigenvalue of autoscaled real matrices	2011	Edoardo Saccenti Age K. Smilde Johan A. Westerhuis Margriet M. W. B. Hendriks
+	On the Domain of Attraction of a Tracy-Widom Law with Applications to Testing Multiple Largest Roots	2015	Didier Chételat Rajendran Narayanan Martin T. Wells
+	On the Domain of Attraction of a Tracy-Widom Law with Applications to Testing Multiple Largest Roots	2015	Didier Chételat Rajendran Narayanan Martin T. Wells
+	A Robustness Evaluation of Homogeneity Test of Covariance Matrices	2021	Rauf Ahmad
+	Homogeneity of Variances, Cube‐Root Test of	2014
+	Appendix D Critical Values for Grubbs’ Test	2015	Kristin H. Jarman
+ PDF Chat	On the domain of attraction of a Tracy–Widom law with applications to testing multiple largest roots	2017	Didier Chételat Rajendran Narayanan Martin T. Wells
+ PDF Chat	Approximate null distribution of the largest root in multivariate analysis	2009	Iain M. Johnstone
+ PDF Chat	MVN: An R Package for Assessing Multivariate Normality	2014	Selçuk Korkmaz Dinçer Göksülük Gökmen Zararsız
+	A Note on the Solution Multiplicity of the Vale–Maurelli Intermediate Correlation Equation	2018	Oscar L. Olvera Astivia Bruno D. Zumbo
+	Testing diagonality of high-dimensional covariance matrix under non-normality	2017	Kai Xu
+ PDF Chat	Effect size measures in a two-independent-samples case with nonnormal and nonhomogeneous data	2015	Johnson Ching‐Hong Li
+	Evaluating the Selection of Normal-Theory Weight Matrices in the Satorra–Bentler Correction of Chi-Square and Standard Errors	2016	Yan Xia Yiu-Fai Yung Wei Emma Zhang
+	An Efficiency Comparison of Closed Multiple Test Methods for Population Means under Unequal Correlation Matrix	2008	Hathairat Wongchaisuwat Kamon Budsaba
+ PDF Chat	Comparison of Chi-Square Methods for 2x2 Crosstabs with Small Sample Size: A Simulation Study	2024	İsmet DOĞAN Nurhan DOĞAN
+	Appendix A: Statistical Tables	2021	Bhisham C. Gupta
+ PDF Chat	Effect of Correlations on Type 1 Error Rates of Some Multivariate Normality Tests	2017	Gbenga Sunday Solomon Kayode Ayinde Nurudeen Abiodun Alao
+ PDF Chat	<b>MULTIPLE COMPARISON PROCEDURES </b><b>FOR HIGH-DIMENSIONAL DATA AND THEIR ROBUSTNESS </b><b>UNDER NON-NORMALITY </b>	2013	Sho Takahashi Masashi Hyodo Takahiro Nishiyama Tatjana Pavlenko
+ PDF Chat	Managing the Assumption of Normality within the General Linear Model with Small Samples: Guidelines for Researchers Regarding If, When and How.	2023	Conrad Stanisław Zygmont

Works That Cite This (1)

Action	Title	Year	Authors
+ PDF Chat	Numerical computation for the exact distribution of Roy’s largest root statistic under linear alternative	2022	Koki Shimizu Hiroki Hashiguchi

Works Cited by This (27)

Action	Title	Year	Authors
+	Using multivariate statistics	1983	Barbara G. Tabachnick Linda S. Fidell
+ PDF Chat	Roy’s largest root test under rank-one alternatives	2016	Iain M. Johnstone Boaz Nadler
+	7 Robustness of ANOVA and MANOVA test procedures	1980	P.K. Ito
+	Distribution of the largest root of a matrix for Roy’s test in multivariate analysis of variance	2015	Marco Chiani
+	Sensitivity Comparisons among Tests of the General Linear Hypothesis	1966	Martin Schatzoff
+	Exact distributional computations for Roy’s statistic and the largest eigenvalue of a Wishart distribution	2009	Ronald W. Butler Robert L. Paige
+	On the Effects of Moderate Multivariate Nonnormality on Roy's Largest Root Test	1982	A. W. Davis
+	Practical considerations in choosing a MANOVA test statistic: A rejoinder to Stevens.	1979	Chester L. Olson
+	On the exact distributions of the extreme roots of the Wishart and MANOVA matrices	1971	P. R. Krishnaiah T. C. Chang
+	On choosing a test statistic in multivariate analysis of variance.	1976	Chester L. Olson