Exact distributional computations for Roy's statistic and the largest eigenvalue of a Wishart distribution
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convergence acceleration\(_2 F_1\) and \(_1 F_1\) hypergeometric functionslargest eigenvalue of a WishartRoy's test
Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Analysis of variance and covariance (ANOVA) (62J10) Random matrices (probabilistic aspects) (60B20) Classical hypergeometric functions, ({}_2F_1) (33C05) Confluent hypergeometric functions, Whittaker functions, ({}_1F_1) (33C15)
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Cites work
- scientific article; zbMATH DE number 3886886 (Why is no real title available?)
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- scientific article; zbMATH DE number 274399 (Why is no real title available?)
- scientific article; zbMATH DE number 3273551 (Why is no real title available?)
- scientific article; zbMATH DE number 3393603 (Why is no real title available?)
- scientific article; zbMATH DE number 3106854 (Why is no real title available?)
- A note on T-transformation of Lubkin
- Approximate null distribution of the largest root in multivariate analysis
- Convergence Acceleration of Alternating Series
- Distribution of the Largest Latent Root and the Smallest Latent Root of the Generalized $B$ Statistic and $F$ Statistic in Multivariate Analysis
- Hypergeometric Functions of Scalar Matrix Argument are Expressible in Terms of Classical Hypergeometric Functions
- Laplace approximations for hypergeometric functions with matrix argument
- Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence
- ON THE DISTRIBUTION OF THE LARGEST OR THE SMALLEST ROOT OF A MATRIX IN MULTIVARIATE ANALYSIS
- On the distribution of the largest characteristic root of a matrix in multivariate analysis
- On the distribution of the largest eigenvalue in principal components analysis
- Saddlepoint Approximations with Applications
- Some Non-Central Distribution Problems in Multivariate Analysis
- Statistical tables for multivariate analysis. A handbook with references to applications. Transl. from the German by Peter Wadsack
Cited in
(9)- The holonomic gradient method for the distribution function of the largest root of a Wishart matrix
- Calculation and properties of zonal polynomials
- Numerical computation for the exact distribution of Roy's largest root statistic under linear alternative
- On the domain of attraction of a Tracy-Widom law with applications to testing multiple largest roots
- Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution
- Small sample inference for exponential survival times with heavy right-censoring
- Distribution of the largest root of a matrix for Roy's test in multivariate analysis of variance
- On the exact distributions of the extreme roots of the Wishart and MANOVA matrices
- Exact and approximate computation of critical values of the largest root test in high dimension
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