R. A. Fisher and multivariate analysis

DOI10.1214/ss/1032209662zbMath0955.62504OpenAlexW2080135704MaRDI QIDQ1596122

T. W. Anderson

Publication date: 7 February 2001

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/ss/1032209662

Mathematics Subject Classification ID

History of mathematics in the 20th century (01A60) History of statistics (62-03)

Related Items (6)

Doing Least Squares: Perspectives from Gauss and Yule ⋮ An expectation formula for the multivariate Dirichlet distribution ⋮ Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results ⋮ A formula on multivariate Dirichlet distributions ⋮ Fisher and Inference for Scores ⋮ On the distribution of the largest eigenvalue in principal components analysis

Cites Work

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• On rereading R. A. Fisher
• R. A. Fisher: The founder of modern statistics
• Mathematical Theorems Involved in the Analysis of Variance
• The Generalization of Student's Ratio
• FORERUNNERS OF THE PEARSON χ²
• THE STATISTICAL UTILIZATION OF MULTIPLE MEASUREMENTS
• ON THE DISTRIBUTION OF ROOTS OF CERTAIN DETERMINANTAL EQUATIONS
• THE SAMPLING DISTRIBUTION OF SOME STATISTICS OBTAINED FROM NON‐LINEAR EQUATIONS
• On the Sampling Theory of Roots of Determinantal Equations
• PROOFS OF THE DISTRIBUTION LAW OF THE SECOND ORDER MOMENT STATISTICS
• On the Distribution of the Characteristic Roots of Normal Second-Moment Matrices
• Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
• Helmert's Distribution

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