Distribution of the Largest Latent Root and the Smallest Latent Root of the Generalized B Statistic and F Statistic in Multivariate Analysis
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Publication:5560746
Cited in
(9)- Exact distributional computations for Roy's statistic and the largest eigenvalue of a Wishart distribution
- Non-central distributions of the largest latent roots of three matrices in multivariate analysis
- On the distribution of the latent roots of a positive definite random symmetric matrix. I
- On the exact finite series distribution of the smallest or the largest root of matrices in three situations
- scientific article; zbMATH DE number 7387522 (Why is no real title available?)
- On the exact distributions of the extreme roots of the Wishart and MANOVA matrices
- Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
- The distribution of the ratios of characteristic roots (condition numbers) and their applications in principal component or ridge regression
- Distributions of the largest latent root of the multivariate complex Gaussian distribution
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