Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution (Q4157835): Difference between revisions

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+Asymptotic Expansions of the Distributions of the Likelihood Ratio Criteria for Covariance Matrix
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+Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence
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+Note on Some Formulas for Weighted Sums of Zonal Polynomials
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+Asymptotic expansion of the distribution of the generalized variance for noncentral Wishart matrix, when \(\Omega= O(n)\)
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+Locally Best Invariant Test for Sphericity and the Limiting Distributions
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+Derivatives of the characteristic root of a synmetric or a hermitian matrix with two applications in multivariate analysis
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+On the Distribution of the Latent Vectors for Principal Component Analysis
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+Distribution of the Largest Latent Root and the Smallest Latent Root of the Generalized $B$ Statistic and $F$ Statistic in Multivariate Analysis
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+Joint Distribution of the Extreme Roots of a Covariance Matrix
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+APPROXIMATION FOR THE DISTRIBUTION OF THE LARGEST LATENT ROOT OF A WISHART MATRIX*<sup>,</sup><sup>1</sup>
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+A Note on Wilks' Internal Scatter
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+Random Orthogonal Transformations and their use in Some Classical Distribution Problems in Multivariate Analysis
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+CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
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