Pages that link to "Item:Q5601999"
From MaRDI portal
The following pages link to On the distribution of the largest characteristic root of a matrix in multivariate analysis (Q5601999):
Displaying 11 items.
- Exact distributional computations for Roy's statistic and the largest eigenvalue of a Wishart distribution (Q692963) (← links)
- A multivariate one-way classification model with random effects (Q795443) (← links)
- Approximate null distribution of the largest root in multivariate analysis (Q965131) (← links)
- Practical methods for computing power in testing the multivariate general linear hypothesis (Q1061479) (← links)
- Power comparisons of two-sided tests of equality of two covariance matrices based on six criteria (Q1146473) (← links)
- Power comparisons of tests of two multivariate hypotheses based on individual characteristic roots (Q2534426) (← links)
- Non-central distributions of the largest latent roots of three matrices in multivariate analysis (Q2545475) (← links)
- Computation of the null distribution of the largest or smallest latent roots of a beta matrix (Q2557530) (← links)
- A monte carlo study of the power of alternative tests under the generalized manova model (Q3727170) (← links)
- Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution (Q4157835) (← links)
- Percentage points of the largest characteristic root of the multivariate beta matrix (Q5185840) (← links)
