Latent roots and vectors of a Wishart matrix

DOI10.1007/BF02911673zbMATH Open0152.36401OpenAlexW2099590176MaRDI QIDQ2525902FDOQ2525902

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

• Title not available (Why is that?)
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
• TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
• Title not available (Why is that?)
• Latent vectors of random symmetric matrices
• The goodness of fit of two (or more) hypothetical principal components

Cited In (2)

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

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