Tail probabilities of the maxima of multilinear forms and their applications.

DOI10.1214/AOS/1009210545zbMath1103.62351OpenAlexW1589063267MaRDI QIDQ1848864

Satoshi Kuriki, Akimichi Takemura

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1009210545

zbMATH Keywords

largest eigenvaluemultivariate normalityWishart distributionprojection pursuitmultiple comparisonsGaussian fieldKarhunen-Loève expansionPARAFACempirical orthogonal functionstube formulamultiway layout

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics of extreme values; tail inference (62G32)

Related Items (19)

On the equivalence of the tube and Euler characteristic methods for the distribution of the maximum of Gaussian fields over piecewise smooth domains ⋮ Construction of conservative test for change-point problem in two-dimensional random fields ⋮ Tail probabilities of the limiting null distributions of the Anderson--Stephens statistics ⋮ The holonomic gradient method for the distribution function of the largest root of a Wishart matrix ⋮ On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix ⋮ Canonical transformations of skew-normal variates ⋮ Computation of the expected Euler characteristic for the largest eigenvalue of a real non-central Wishart matrix ⋮ Approximate tail probabilities of the maximum of a chi-square field on multi-dimensional lattice points and their applications to detection of loci interactions ⋮ The tube method for the moment index in projection pursuit ⋮ Euler characteristic heuristic for approximating the distribution of the largest eigenvalue of an orthogonally invariant random matrix ⋮ Simultaneous confidence bands for contrasts between several nonlinear regression curves ⋮ Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix ⋮ Random fields of multivariate test statistics, with applications to shape analysis ⋮ Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix ⋮ Asymptotic distribution of inequality-restricted canonical correlation with application to tests for independence in ordered contingency tables ⋮ Dimension Selection for Feature Selection and Dimension Reduction with Principal and Independent Component Analysis ⋮ Distributions of the Largest Singular Values of Skew-Symmetric Random Matrices and their Applications to Paired Comparisons ⋮ The volume-of-tube method for Gaussian random fields with inhomogeneous variance ⋮ Variational Bayes Solution of Linear Neural Networks and Its Generalization Performance

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