On the Distribution of the Largest Latent Root of the Covariance Matrix
From MaRDI portal
Publication:5543906
DOI10.1214/aoms/1177698783zbMath0161.38301MaRDI QIDQ5543906
No author found.
Publication date: 1967
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177698783
Related Items
Invariant Polynomials and Related Tests, Tracking signal subspace invariance for blind separation and classification of nonorthogonal sources in correlated noise, On the distribution of the function of the F-matrix under an elliptical population, Asymptotic expansion for the distribution of a function of latent roots of the covariance matrix, Improved approximations to distributions of the largest and the smallest latent roots of a Wishart matrix, Simultaneous tests for equality of latent roots against certain alternatives. II, On the exact distribution of the smallest root of the Wishart matrix using zonal polynomials, Laplace approximations for hypergeometric functions with matrix argument, On the distribution of the latent roots of a positive definite random symmetric matrix. I, Non-central distributions of the largest latent roots of three matrices in multivariate analysis, On a statistic useful in dimensionality reduction in multivariable linear stochastic system, Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution