Exact and approximate computation of critical values of the largest root test in high dimension - Ang, Gregory Tai Xiang; Bai, Zhidong; Choi, Kwok Pui; Fujikoshi, Yasunori; Hu, Jiang (Communications in statistics. Simulation and computation, 2023)
Keywords: Algorithms; Approximation; Comparative studies; Computation; Critical values; Eigenvalues; High dimension; MANOVA; Mathematical analysis; Numerical analysis; Robustness; Robustness (mathematics); Roy's largest root test; Tracy-Widom distribution; Truncation errors