On the Distribution of the Largest Latent Root of the Covariance Matrix

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Publication:5543906

DOI10.1214/aoms/1177698783zbMath0161.38301OpenAlexW1986844693MaRDI QIDQ5543906

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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




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