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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Main Authors: Gregory Ang, Zhidong Bai, Kwok Pui Choi, Yasunori Fujikoshi, Jiang Hu
Other Authors: STATISTICS & APPLIED PROBABILITY
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
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spelling sg-nus-scholar.10635-2392852024-11-13T15:55:05Z Exact and approximate computation of critical values of largest root test in high dimension Gregory Ang Zhidong Bai Kwok Pui Choi Yasunori Fujikoshi Jiang Hu STATISTICS & APPLIED PROBABILITY MATHEMATICS SAW SWEE HOCK SCHOOL OF PUBLIC HEALTH Communications in Statistics - Simulation and Computation 52 5 2177-2193 2023-05-11T04:21:28Z 2023-05-11T04:21:28Z 2021-03-23 Article Gregory Ang, Zhidong Bai, Kwok Pui Choi, Yasunori Fujikoshi, Jiang Hu (2021-03-23). Exact and approximate computation of critical values of largest root test in high dimension. Communications in Statistics - Simulation and Computation 52 (5) : 2177-2193. ScholarBank@NUS Repository. 0361-0918 https://scholarbank.nus.edu.sg/handle/10635/239285 Taylor & Francis Taylor & Francis
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
description Communications in Statistics - Simulation and Computation
author2 STATISTICS & APPLIED PROBABILITY
author_facet STATISTICS & APPLIED PROBABILITY
Gregory Ang
Zhidong Bai
Kwok Pui Choi
Yasunori Fujikoshi
Jiang Hu
format Article
author Gregory Ang
Zhidong Bai
Kwok Pui Choi
Yasunori Fujikoshi
Jiang Hu
spellingShingle Gregory Ang
Zhidong Bai
Kwok Pui Choi
Yasunori Fujikoshi
Jiang Hu
Exact and approximate computation of critical values of largest root test in high dimension
author_sort Gregory Ang
title Exact and approximate computation of critical values of largest root test in high dimension
title_short Exact and approximate computation of critical values of largest root test in high dimension
title_full Exact and approximate computation of critical values of largest root test in high dimension
title_fullStr Exact and approximate computation of critical values of largest root test in high dimension
title_full_unstemmed Exact and approximate computation of critical values of largest root test in high dimension
title_sort exact and approximate computation of critical values of largest root test in high dimension
publisher Taylor & Francis
publishDate 2023
url https://scholarbank.nus.edu.sg/handle/10635/239285
_version_ 1821197669317476352

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