Powers of the largest latent root test of ∑= I

DOI10.1080/03610927408827154zbMATH Open0284.62026OpenAlexW1967030311MaRDI QIDQ4772011FDOQ4772011

Robb J. Muirhead

Publication date: 1974

Published in: Communications in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610927408827154

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• scientific article; zbMATH DE number 4082755
• POWER COMPARISON OF HYPOTHESIS TESTING FOR AN INTERMEDIATE LATENT VECTOR OF COVARIANCE MATRIX

zbMATH Keywords

sample covariance matrixdistribution of the largest latent roottwo types of asymptotic approximations

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Cited In (7)

• On the distribution of the largest eigenvalue in principal components analysis
• Second-order properties of a two-stage fixed-size confidence region for the mean vector of a multivariate normal distribution
• Asymptotic distributions of the latent roots of the covariance matrix with multiple population roots
• Healy's sample size of two-stage procedure in heteroscedastic simultaneous inference
• Power Function Studies
• ASYMPTOTIC DISTRIBUTION OF THE LARGEST EIGENVALUE
• Asymptotic distributions of likelihood ratio criteria for testing latent roots and latent vectors of a covariance matrix under an elliptical population

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