The Distribution of the Latent Roots of the Covariance Matrix

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Publication:5600610

DOI10.1214/aoms/1177705994zbMath0201.52401OpenAlexW2033111980MaRDI QIDQ5600610

Alan T. James

Publication date: 1960

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177705994




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