Nonasymptotic Analysis of the Lawley–Hotelling Statistic for High-Dimensional Data
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Mathematical Sciences"
DOI: 10.1007/s10958-021-05595-w
Abstract: We consider the General Linear Model (GLM) which includes multivariate analysis of variance (MANOVA) and multiple linear regression as special cases. In practice, there are several widely used criteria for GLM: Wilks’ lambda, Bartlett–Nanda–Pillai test,… read more here.
Keywords: lawley hotelling; nonasymptotic analysis; analysis; analysis lawley ... See more keywords