The asymptotic expansion of the distribution of Anderson's statistic for testing a latent vector of a covariance matrix
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Publication:1145441
DOI10.1007/BF02480199zbMath0445.62036OpenAlexW2028566866MaRDI QIDQ1145441
Publication date: 1978
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02480199
asymptotic expansion of distribution of Anderson statisticmaximum latent roottesting latent vector of covariance matrix
Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
Cites Work
- On some test criteria for covariance matrix
- TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES
- The goodness-of-fit of a single (non-isotropic) hypothetical principal component
- Asymptotic Theory for Principal Component Analysis
- Latent vectors of random symmetric matrices
- Derivatives of the characteristic root of a synmetric or a hermitian matrix with two applications in multivariate analysis
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