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 |
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Other Authors: | SAW SWEE HOCK SCHOOL OF PUBLIC HEALTH |
Format: | Article |
Published: |
Taylor & Francis
2023
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Online Access: | https://scholarbank.nus.edu.sg/handle/10635/239285 |
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Institution: | National University of Singapore |
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