Pages that link to "Item:Q4904700"
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The following pages link to An Approximation for the Test of the Equality of the Smallest Eigenvalues of a Covariance Matrix (Q4904700):
Displaying 6 items.
- Eigenprojections and the equality of latent roots of a correlation matrix (Q672033) (← links)
- Applications of the asymmetric eigenvalue problem techniques to robust testing (Q1193799) (← links)
- Testing for principal component directions under weak identifiability (Q2176623) (← links)
- A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix (Q2489488) (← links)
- Test of linear trend in eigenvalues of a covariance matrix with application to data analysis (Q4364017) (← links)
- Comparison of Correction Factors and Sample Size Required to Test the Equality of the Smallest Eigenvalues in Principal Component Analysis (Q5009658) (← links)
