The limiting empirical measure of multiple discriminant ratios
From MaRDI portal
Publication:1158706
DOI10.1214/aos/1176345134zbMath0473.62050OpenAlexW1988487377MaRDI QIDQ1158706
Publication date: 1980
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345134
discriminant analysiscanonical correlationsMANOVAWilks likelihood ratioprobability plottingrandom matrix spectratables of quantiles
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Central limit and other weak theorems (60F05) Analysis of variance and covariance (ANOVA) (62J10)
Related Items
On asymptotics of eigenvectors of large sample covariance matrix, On the limit of the largest eigenvalue of the large dimensional sample covariance matrix, On the scaling limits of determinantal point processes with kernels induced by Sturm-Liouville operators, The Tracy-Widom law for the largest eigenvalue of F type matrices, CLT for linear spectral statistics of a rescaled sample precision matrix, Circular law, Singular values for products of two coupled random matrices: hard edge phase transition, On limit theorem for the eigenvalues of product of two random matrices, On limiting spectral distribution of product of two random matrices when the underlying distribution is isotropic, Bootstrapping the latent roots of certain random matrices, Random determinants, Local eigenvalue density for general MANOVA matrices, General β-Jacobi Corners Process and the Gaussian Free Field, Sample canonical correlation coefficients of high-dimensional random vectors: Local law and Tracy–Widom limit, Sample canonical correlation coefficients of high-dimensional random vectors with finite rank correlations, On singular values of large dimensional lag-\(\tau\) sample auto-correlation matrices, Random matrix theory in statistics: a review, Limiting spectral distribution of a symmetrized auto-cross covariance matrix, Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case, A finitization of the bead process, Random positive operator valued measures, On estimation in the reduced-rank regression with a large number of responses and predictors, Cleaning large correlation matrices: tools from random matrix theory, Spectral radii of large non-Hermitian random matrices, On eigenvalues of the sum of two random projections, Limiting normalized spectral functions of a pencil of self-adjoint random matrices, Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes, Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence, Regular variation and free regular infinitely divisible laws, Determining the number of canonical correlation pairs for high-dimensional vectors, The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails, Limiting distribution of the sample canonical correlation coefficients of high-dimensional random vectors, Asymptotics of Selberg-like integrals: The unitary case and Newton's interpolation formula, Local spectrum of truncations of Kronecker products of Haar distributed unitary matrices, Approximation of the power functions of Roy’s largest root test under general spiked alternatives, Moments of the transmission eigenvalues, proper delay times and random matrix theory II, Independence test for high dimensional data based on regularized canonical correlation coefficients
