Latent roots and vectors of a Wishart matrix

DOI10.1007/BF02911673MaRDI QIDQ2525902zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 1967

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

Full work available at URL https://doi.org/10.1007/bf02911673

zbMATH Keywords

statistics

Cites work

• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• scientific article; zbMATH DE number 3067111 (Why is no real title available?)
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
• Latent vectors of random symmetric matrices
• TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
• The goodness of fit of two (or more) hypothetical principal components

Cited in

(2)

• Principal components analysis in the complex case
• Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution

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