On testing latent vectors of a normal covariance matrix

DOI10.2307/3315004zbMATH Open0374.62055OpenAlexW2102189582MaRDI QIDQ4151593FDOQ4151593

Authors: Rameshwar D. Gupta 

Publication date: 1973

Published in: The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315004

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Cites Work

• An Optimal Property of Principal Components
• The goodness-of-fit of a single (non-isotropic) hypothetical principal component
• The non-null distribution of a statistic in principal components analysis

This page was built for publication: On testing latent vectors of a normal covariance matrix

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4151593)