Tests for linear trend in the smallest eigenvalues of the correlation matrix (Q1265298): Difference between revisions

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+An Asymptotic Expansion for the Distribution of the Latent Roots of the Estimated Covariance Matrix
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+Asymptotic Theory for Principal Component Analysis
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+Test of linear trend in eigenvalues of a covariance matrix with application to data analysis
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+Some Problems Associated with the Analysis of Multiresponse Data
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+A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities
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+Asymptotic expansions for the distributions of statistics based on the sample correlation matrix in principal component analysis
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+Test of linear trend in eigenvalues of k covariance matrices with applications in common principal components analysis
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