Inference on covariance matrices under rank restrictions (Q913413)

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Inference on covariance matrices under rank restrictions
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    Inference on covariance matrices under rank restrictions (English)
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    1990
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    dimensionality
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    interaction
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    principal components
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    repeated
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    measures
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    reduced-rank regression
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    matrix of expectations
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    lower rank matrix
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    covariance matrix
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    locally best invariant test of sphericity
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    factor analysis model
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    reduced-rank model
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    extended table of null percentiles of the likelihood ratio test
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    statistic
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    rank-1 alternatives
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    Confidence intervals
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    simulation study
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    two-way fixed and mixed effects classification
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    extended table of null percentiles of the likelihood ratio test statistic
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