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

DOI10.1214/AOS/1009210545MaRDI QIDQ1848864zbMATHOpenAlexFDO

Authors 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

multiple comparisonsprojection pursuitWishart distributionmultivariate normalitylargest eigenvalueGaussian fieldPARAFACempirical orthogonal functionstube formulamultiway layoutKarhunen-Loève expansion

Mathematics Subject Classification ID

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

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Cited in

(20)

• A formula for the tail probability of a multivariate normal distribution and its applications
• 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
• The volume-of-tube method for Gaussian random fields with inhomogeneous variance
• 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
• Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix
• Construction of conservative test for change-point problem in two-dimensional random fields
• Asymptotic distribution of inequality-restricted canonical correlation with application to tests for independence in ordered contingency tables
• Random fields of multivariate test statistics, with applications to shape analysis
• Variational Bayes Solution of Linear Neural Networks and Its Generalization Performance
• On the equivalence of the tube and Euler characteristic methods for the distribution of the maximum of Gaussian fields over piecewise smooth domains
• Distributions of the largest singular values of skew-symmetric random matrices and their applications to paired comparisons
• On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix
• Dimension Selection for Feature Selection and Dimension Reduction with Principal and Independent Component Analysis
• Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix
• Simultaneous confidence bands for contrasts between several nonlinear regression curves
• 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

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