On the evaluation of some distributions that arise in simultaneous tests for the equality of the latent roots of the covariance matrix

DOI10.1016/0047-259X(74)90033-5zbMath0309.62032MaRDI QIDQ1219126

P. R. Krishnaiah, F. J. Schuurmann

Publication date: 1974

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H15: Hypothesis testing in multivariate analysis

62E15: Exact distribution theory in statistics

Related Items

Model order selection for short data: an exponential fitting test (EFT), Asymptotic expansion for the distribution of a function of latent roots of the covariance matrix, On testing for clusters using the sample covariance, Reduced-rank regression for the multivariate linear model, Asymptotic nonnull distributions of certain test criteria for a covariance matrix, Some implications of the union-intersection principle for tests of sphericity, Some recent developments on complex multivariate distributions, On the asymptotic joint distributions of certain functions of the eigenvalues of four random matrices, A selection procedure for estimating the number of signal components, Performance analysis of a spreading sequence estimator for spread spectrum transmissions, The distribution of the ratios of characteristic roots (condition numbers) and their applications in principal component or ridge regression, Antieigenvalues and antieigenvectors in statistics., An analysis of a multivariate two-way model with interaction and no replication, On the Distribution of a Scaled Condition Number, Asymptotic expansions for the distributions of statistics based on a correlation matrix

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