The asymptotic expansion of the distribution of Anderson's statistic for testing a latent vector of a covariance matrix

DOI10.1007/BF02480199MaRDI QIDQ1145441zbMATH OpenOpenAlexFDO

Authors Takesi Hayakawa

Publication date 1978

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02480199

zbMATH Keywords

asymptotic expansion of distribution of Anderson statisticmaximum latent roottesting latent vector of covariance matrix

Mathematics Subject Classification ID

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

Cites work

• Asymptotic Theory for Principal Component Analysis
• Derivatives of the characteristic root of a synmetric or a hermitian matrix with two applications in multivariate analysis
• Latent vectors of random symmetric matrices
• On some test criteria for covariance matrix
• TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES
• The goodness-of-fit of a single (non-isotropic) hypothetical principal component

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