| APPROXIMATE NULL DISTRIBUTION OF THE LARGEST ROOT IN MULTIVARIATE ANALYSIS. | |
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MedLine Citation:
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PMID: 20526465 Owner: NLM Status: Publisher |
Abstract/OtherAbstract:
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The greatest root distribution occurs everywhere in classical multivariate analysis, but even under the null hypothesis the exact distribution has required extensive tables or special purpose software. We describe a simple approximation, based on the Tracy-Widom distribution, that in many cases can be used instead of tables or software, at least for initial screening. The quality of approximation is studied, and its use illustrated in a variety of setttings. |
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Authors:
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Iain M Johnstone |
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Publication Detail:
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Type: JOURNAL ARTICLE |
Journal Detail:
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Title: The annals of applied statistics Volume: 3 ISSN: 1941-7330 ISO Abbreviation: - Publication Date: 2009 |
Date Detail:
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Created Date: 2010-7-13 Completed Date: - Revised Date: - |
Medline Journal Info:
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Nlm Unique ID: 101479511 Medline TA: Ann Appl Stat Country: - |
Other Details:
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Languages: ENG Pagination: 1616-1633 Citation Subset: - |
Affiliation:
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Department of Statistics, Stanford University, Stanford, California 94305, USA. |
Export Citation:
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| MeSH Terms | |
Descriptor/Qualifier:
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| Grant Support | |
ID/Acronym/Agency:
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R01 EB001988-14//NIBIB NIH HHS |
From MEDLINE®/PubMed®, a database of the U.S. National Library of Medicine
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