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)

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