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

• 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
• Institution: National University of Singapore

Communications in Statistics - Simulation and Computation