RidgeLRGLH
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Description
Tests general linear hypotheses in high-dimensional multivariate regression using a ridge-regularized largest root statistic. Estimates the population spectral distribution by linear programming and computes Tracy-Widom centering and scaling constants. Supports fixed, Bayesian, and minimax regularization choices. Implements the methods of Li (2025) <doi:10.48550/arXiv.2504.15510>.
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