On the domain of attraction of a Tracy-Widom law with applications to testing multiple largest roots (Q1742738)
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English | On the domain of attraction of a Tracy-Widom law with applications to testing multiple largest roots |
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On the domain of attraction of a Tracy-Widom law with applications to testing multiple largest roots (English)
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12 April 2018
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characteristic root
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equality of covariance matrices
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greatest root statistic
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Gumbel distribution
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MANOVA
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multiple testing
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multiway data
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Tracy-Widom laws
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union-intersection test
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