most citedRoy's Largest Root Test Under Rank-One Alternatives

3 citations · 3 across the 1 of their papers we have counts for

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1 paper

math.ST2013★ 3 cited

Roy's Largest Root Test Under Rank-One Alternatives

Iain M. Johnstone, Boaz Nadler

Roy's largest root is a common test statistic in multivariate analysis, statistical signal processing and allied fields. Despite its ubiquity, provision of accurate and tractable a…