Improved approximations to distributions of the largest and the smallest latent roots of a Wishart matrix (Q1151694)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved approximations to distributions of the largest and the smallest latent roots of a Wishart matrix |
scientific article |
Statements
Improved approximations to distributions of the largest and the smallest latent roots of a Wishart matrix (English)
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1981
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latent roots of Wishart matrix
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normalizing transformations
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sample covariance matrix
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normal sample
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