An asymptotic test for redundancy of variables in the comparison of two covariance matrices (Q1070712): Difference between revisions

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+MaRDI publication profile
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+Reduced-rank regression for the multivariate linear model
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+Asymptotic Distributions of Some Multivariate Tests
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+Asymptotic inference for eigenvectors
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+Radial estimates and the test for sphericity
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+A class of asymptotic tests for principal component vectors
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+https://doi.org/10.1016/0167-7152(86)90074-x
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+W1997550637
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+Publication:1070712