A new confidence interval for all characteristic roots of a covariance matrix
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Publication:2271699
DOI10.1007/s00180-007-0028-1zbMath1193.62043MaRDI QIDQ2271699
Takayuki Yamada, Takakazu Sugiyama, Fumitake Sakaori, Akihisa Kawamura
Publication date: 8 August 2009
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-007-0028-1
Cites Work
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- Joint Distribution of the Extreme Roots of a Covariance Matrix