Simultaneous tests for equality of latent roots against certain alternatives. II

DOI10.1007/BF02479739zbMath0327.62036OpenAlexW4234387437MaRDI QIDQ1226361

P. R. Krishnaiah, V. B. Waikar

Publication date: 1972

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

Full work available at URL: https://doi.org/10.1007/bf02479739

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Related Items

Asymptotic expansion for the distribution of a function of latent roots of the covariance matrix ⋮ On the evaluation of some distributions that arise in simultaneous tests for the equality of the latent roots of the covariance matrix ⋮ 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 ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution ⋮ On the asymptotic joint distributions of certain functions of the eigenvalues of four random matrices ⋮ The distribution of the ratios of characteristic roots (condition numbers) and their applications in principal component or ridge regression ⋮ On detection of the number of signals in presence of white noise ⋮ Simultaneous tests for equality of latent roots against certain alternatives. I

Cites Work

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• Note on the estimation of correlogram by using transformed variables
• On the Non-Central Distributions of Two Test Criteria in Multivariate Analysis of Variance
• On the Distribution of the Largest Latent Root of the Covariance Matrix
• Joint Distribution of the Extreme Roots of a Covariance Matrix
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Some Non-Central Distribution Problems in Multivariate Analysis