View source: R/gev_critvalue.R
gev.critvalue | R Documentation |
Function to compute critical values for the wu.li.statistic
gev.critvalue(T.n, nrand, sig.level)
T.n, nrand, sig.level |
Intermediary quantities computed in the |
The critical value for rejecting/accepting the null hypothesis as defined in Wu and Li (2020)
T.-L. Wu and P. Li. Projected tests for high-dimensional covariance matrices. Journal of Statistical Planning and Inference, 207:73 – 85, 2020. ISSN 0378-3758.
wu.li.statistic
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