Powers of the largest latent root test of ∑= I

DOI10.1080/03610927408827154zbMath0284.62026OpenAlexW1967030311MaRDI QIDQ4772011

Robb J. Muirhead

Publication date: 1974

Published in: Communications in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610927408827154

zbMATH Keywords

sample covariance matrixdistribution of the largest latent roottwo types of asymptotic approximations

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items (6)

Healy's sample size of two-stage procedure in heteroscedastic simultaneous inference ⋮ Power Function Studies ⋮ Asymptotic distributions of the latent roots of the covariance matrix with multiple population roots ⋮ ASYMPTOTIC DISTRIBUTION OF THE LARGEST EIGENVALUE ⋮ Second-order properties of a two-stage fixed-size confidence region for the mean vector of a multivariate normal distribution ⋮ On the distribution of the largest eigenvalue in principal components analysis

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