Powers of the largest latent root test of ∑= I
From MaRDI portal
(Redirected from Publication:4772011)
Recommendations
- Asymptotic distributions of likelihood ratio criteria for testing latent roots and latent vectors of a covariance matrix under an elliptical population
- A class of asymptotic tests for principal component vectors
- Testing the equality of the smallest latent roots of a correlation matrix
- scientific article; zbMATH DE number 4082755
- POWER COMPARISON OF HYPOTHESIS TESTING FOR AN INTERMEDIATE LATENT VECTOR OF COVARIANCE MATRIX
Cited in
(9)- Asymptotic distributions of the latent roots of the covariance matrix with multiple population roots
- On the distribution of the largest eigenvalue in principal components analysis
- POWER COMPARISON OF HYPOTHESIS TESTING FOR AN INTERMEDIATE LATENT VECTOR OF COVARIANCE MATRIX
- 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
- Healy's sample size of two-stage procedure in heteroscedastic simultaneous inference
- Power Function Studies
- Approximation of the power functions of Roy's largest root test under general spiked alternatives
- Second-order properties of a two-stage fixed-size confidence region for the mean vector of a multivariate normal distribution
This page was built for publication: Powers of the largest latent root test of ∑= I
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4772011)