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

DOI10.1080/03610920802361399zbMATH Open1318.62169arXiv1003.2711OpenAlexW2148373285MaRDI QIDQ3585255FDOQ3585255

Authors: Satoshi Kuriki 

Publication date: 19 August 2010

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

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.

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

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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)

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Cited In (1)

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

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