Distribution of the largest root of a matrix for Roy's test in multivariate analysis of variance (Q900830)

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Distribution of the largest root of a matrix for Roy's test in multivariate analysis of variance
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    Distribution of the largest root of a matrix for Roy's test in multivariate analysis of variance (English)
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    23 December 2015
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    Roy's test
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    random matrices
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    multivariate analysis of variance (MANOVA)
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    characteristic roots
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    largest eigenvalue
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    Tracy-Widom distribution
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    Wishart matrices
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