Pages that link to "Item:Q5768990"
From MaRDI portal
The following pages link to A Significance Test for Component Analysis (Q5768990):
Displaying 10 items.
- Exact expression of the density of the sample generalized variance and applications (Q451467) (← links)
- Generalized variance statistic in the testing of hypothesis in complex multivariate Gaussian distributions (Q1056492) (← links)
- On improving the shortest length confidence interval for the generalized variance. (Q1263182) (← links)
- Descriptive measures of multivariate scatter and linear dependence (Q1400014) (← links)
- A comparison of three invariant tests of additivity in two-way classifications with no replications (Q2563661) (← links)
- A significance test for minimum rank in factor analysis. (Q2591993) (← links)
- Application of a large sampling criterion to some sampling problems in factor analysis (Q2651525) (← links)
- On the Exact and Near-Exact Distributions of the Product of Generalized Gamma Random Variables and the Generalized Variance (Q2876185) (← links)
- Generalizations of barlett's and hartley's tests of homogeneity using “overall variability” (Q3804017) (← links)
- Inferences on a normal covariance matrix and generalized variance with monotone missing data (Q5943594) (← links)