Distributions of the largest singular values of skew-symmetric random matrices and their applications to paired comparisons

DOI10.1080/03610920802361399MaRDI QIDQ3585255zbMATHOpenAlexFDO

Authors Satoshi Kuriki

Publication date 19 August 2010

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1003.2711

zbMATH Keywords

Bradley-Terry modeltube methodcomplex Wishart matrixthree-way deadlock

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Applications of statistics (62P99) Random matrices (probabilistic aspects) (60B20) Paired and multiple comparisons; multiple testing (62J15)

Abstract: Let $A$ be a real skew-symmetric Gaussian random matrix whose upper triangular elements are independently distributed according to the standard normal distribution. We provide the distribution of the largest singular value $sigm{a}_1$ of $A$. Moreover, by acknowledging the fact that the largest singular value can be regarded as the maximum of a Gaussian field, we deduce the distribution of the standardized largest singular value $sigm{a}_1/sqrtmathrmtr(A^{\prime }A)/2$. These distributional results are utilized in Scheff'{e}'s paired comparisons model. We propose tests for the hypothesis of subtractivity based on the largest singular value of the skew-symmetric residual matrix. Professional baseball league data are analyzed as an illustrative example.

Recommendations

• The asymptotic distribution of singular values with applications to canonical correlations and correspondence analysis
• Orthogonally invariant estimation of the skew-symmetric normal mean matrix
• Random matrices: The distribution of the smallest singular values
• Expressing the largest eigenvalue of a singular beta F-matrix with heterogeneous hypergeometric functions
• scientific article; zbMATH DE number 1962931

Cites work

• scientific article; zbMATH DE number 51915 (Why is no real title available?)
• A Test for Reality of a Covariance Matrix in a Certain Complex Gaussian Distribution
• A generalized Cauchy-Binet formula and applications to total positivity and majorization
• An Analysis of Variance for Paired Comparisons
• An Analysis of a Two-Way Model with Interaction and No Replication
• Defining the pattern of association in two-way contingency tables
• Distribution of the Largest or the Smallest Characteristic Root Under Null Hypothesis Concerning Complex Multivariate Normal Populations
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Linear Statistical Inference and its Applications
• Normal Multivariate Analysis and the Orthogonal Group
• On the equivalence of the tube and Euler characteristic methods for the distribution of the maximum of Gaussian fields over piecewise smooth domains
• Some recent developments on complex multivariate distributions
• Tail probabilities of the maxima of multilinear forms and their applications.

Cited in

(1)

• Dimension-free bounds for largest singular values of matrix Gaussian series

This page was built for publication: Distributions of the largest singular values of skew-symmetric random matrices and their applications to paired comparisons

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3585255)