Approximation of the power functions of Roy's largest root test under general spiked alternatives

Hou, ZQ; Liu, Y; Bai, ZD; Hu, J

Hu, J (corresponding author), Northeast Normal Univ, Sch Math & Stat, 5268 Peoples Rd, Changchun 130024, Peoples R China.

RANDOM MATRICES-THEORY AND APPLICATIONS, 2021; 10 (1):

Abstract

Roy's largest root is a common test statistic in multivariate analysis, statistical signal processing and related fields. According to Anderson [An In......

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