Ridge-regularized Roy's test has a Tracy-Widom type-1 limit and consistent parameter estimators, enabling largest-root testing when dimension p exceeds n2.
(3) There exists sufficiently small constants C ą 0 and C1ą 0 such that for all zPtE` iη : |E´ Θ1|ď C, 0ăηăC´1u inf τPSGλ |τ`qpzq|ě C1, whereSGλ is the support of Gλ
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
stat.ME 1years
2025 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Ridge-Regularized Largest Root Test For High-Dimensional General Linear Hypotheses
Ridge-regularized Roy's test has a Tracy-Widom type-1 limit and consistent parameter estimators, enabling largest-root testing when dimension p exceeds n2.