Exact and approximate computation of critical values of largest root test in high dimension

Exact and approximate computation of critical values of largest root test in high dimension

Communications in Statistics - Simulation and Computation

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Bibliographic Details
Main Authors: Gregory Ang, Zhidong Bai, Kwok Pui Choi, Yasunori Fujikoshi, Jiang Hu
Other Authors: SAW SWEE HOCK SCHOOL OF PUBLIC HEALTH
Format: Article
Published: Taylor & Francis 2023
Online Access:https://scholarbank.nus.edu.sg/handle/10635/239285
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Institution: National University of Singapore
Description
Summary:Communications in Statistics - Simulation and Computation

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