An approximation to the C. D. F. of the largest root of a covariance matrix

zbMath0379.62039MaRDI QIDQ1247136

K. C. S. Pillai, Tseng C. Chang

Publication date: 1970

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Related Items (3)

Unnamed Item ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution ⋮ Asymptotic joint distribution of the largest roots of several multivariate F matrices. I: Quasi-independent case

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