Pages that link to "Item:Q5528317"
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The following pages link to Upper percentage points of the largest root of a matrix in multivariate analysis (Q5528317):
Displayed 12 items.
- Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices (Q424702) (← links)
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- Some relations between the comparison of covariance matrices and principal component analysis (Q760736) (← links)
- A multivariate one-way classification model with random effects (Q795443) (← links)
- Distribution of the largest root of a matrix for Roy's test in multivariate analysis of variance (Q900830) (← links)
- Approximate null distribution of the largest root in multivariate analysis (Q965131) (← links)
- Power comparisons of tests of two multivariate hypotheses based on individual characteristic roots (Q2534426) (← links)
- Non-central distributions of the largest latent roots of three matrices in multivariate analysis (Q2545475) (← links)
- Computation of the null distribution of the largest or smallest latent roots of a beta matrix (Q2557530) (← links)
- Simultaneous Confidence Tubes in Multivariate Linear Regression (Q2821485) (← links)
- Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution (Q4157835) (← links)
- Percentage points of the largest characteristic root of the multivariate beta matrix (Q5185840) (← links)