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• W3100386937 abstract "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." @default.
• W3100386937 created "2020-11-23" @default.
• W3100386937 creator A5035337773 @default.
• W3100386937 date "2009-12-01" @default.
• W3100386937 modified "2023-09-25" @default.
• W3100386937 title "Approximate null distribution of the largest root in multivariate analysis" @default.
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• W3100386937 doi "https://doi.org/10.1214/08-aoas220" @default.
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