Distribution of the Largest Latent Root and the Smallest Latent Root of the Generalized B Statistic and F Statistic in Multivariate Analysis
From MaRDI portal
Publication:5560746
DOI10.1214/AOMS/1177698784zbMATH Open0173.20602OpenAlexW1995098377MaRDI QIDQ5560746FDOQ5560746
Authors: Takakazu Sugiyama
Publication date: 1967
Published in: Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177698784
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
- Title not available (Why is that?)
- 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
This page was built for publication: Distribution of the Largest Latent Root and the Smallest Latent Root of the Generalized $B$ Statistic and $F$ Statistic in Multivariate Analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5560746)