An approximation to the C. D. F. of the largest root of a covariance matrix

MaRDI QIDQ1247136zbMATH OpenFDO

Authors K. C. S. Pillai, Tseng C. Chang

Publication date 1970

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

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Cited in

(3)

• scientific article; zbMATH DE number 3734873 (Why is no real title available?)
• Asymptotic joint distribution of the largest roots of several multivariate F matrices. I: Quasi-independent case
• Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution

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