36 citations · 212 across the 30 of their papers we have counts for
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math.ST2015
On the Domain of Attraction of a Tracy-Widom Law with Applications to Testing Multiple Largest Roots
Didier Chételat, Rajendran Narayanan, Martin T. Wells
The greatest root statistic arises as the test statistic in several multivariate analysis settings. Suppose there is a global null hypothesis that consists of different independent…
math.ST2015
Improved Second Order Estimation in the Singular Multivariate Normal Model
Didier Chételat, Martin T. Wells
We consider the problem of estimating covariance and precision matrices, and their associated discriminant coefficients, from normal data when the rank of the covariance matrix is…