On the evaluation of some distributions that arise in simultaneous tests for the equality of the latent roots of the covariance matrix
From MaRDI portal
Publication:1219126
DOI10.1016/0047-259X(74)90033-5zbMath0309.62032OpenAlexW2003953023MaRDI QIDQ1219126
P. R. Krishnaiah, F. J. Schuurmann
Publication date: 1974
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0047-259x(74)90033-5
Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Exact distribution theory in statistics (62E15)
Related Items
Antieigenvalues and antieigenvectors in statistics. ⋮ Some new results on the eigenvalues of complex non-central Wishart matrices with a rank-1 mean ⋮ Model order selection for short data: an exponential fitting test (EFT) ⋮ An analysis of a multivariate two-way model with interaction and no replication ⋮ Asymptotic expansion for the distribution of a function of latent roots of the covariance matrix ⋮ On the Distribution of a Scaled Condition Number ⋮ On testing for clusters using the sample covariance ⋮ Performance analysis of a spreading sequence estimator for spread spectrum transmissions ⋮ 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 ⋮ Asymptotic expansions for the distributions of statistics based on a correlation matrix ⋮ The distribution of the ratios of characteristic roots (condition numbers) and their applications in principal component or ridge regression ⋮ Recursion scheme for the largest $\beta$ -Wishart–Laguerre eigenvalue and Landauer conductance in quantum transport ⋮ A selection procedure for estimating the number of signal components
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Simultaneous tests for equality of latent roots against certain alternatives. II
- On the distributions of the ratios of the extreme roots to the trace of the Wishart matrix
- A statistical model which combines features of factor analytic and analysis of variance techniques
- On the ratios of the individual latent roots to the trace of a Wishart matrix
- Simultaneous tests for equality of latent roots against certain alternatives. I
- On the Distribution of Some Statistics Useful in the Analysis of Jointly Stationary Time Series
- Tables for the extreme roots of the wishart matrix
- Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
- Partitioning of interaction in analysis of variance
- Nonsupervised adaptive signal detection and pattern recognition
- Joint Distribution of the Extreme Roots of a Covariance Matrix
- Exact joint distributions of any few ordered roots of a class of random matrices
- On the exact distributions of the extreme roots of the Wishart and MANOVA matrices
- An Analysis of a Two-Way Model with Interaction and No Replication
- Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
- Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)