Distributions of some matrix variates and latent roots in multivariate Behrens-Fisher discriminant analysis

DOI10.1214/aos/1176345405zbMath0496.62048OpenAlexW1972748549MaRDI QIDQ1169994

Yasuko Chikuse

Publication date: 1981

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345405

zbMATH Keywords

invariant polynomialsWishart distributionsdistributions of matrix variates and latent rootsmultivariate Behrens- Fisher discriminant analysispreliminary test of equality of covariance matrices

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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