Asymptotic joint distribution of the largest roots of several multivariate F matrices. I: Quasi-independent case

DOI10.1016/0047-259X(74)90012-8zbMath0282.62045MaRDI QIDQ1844032

Shu Geng, Mínoru Siotani

Publication date: 1974

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

Related Items (1)

Siotani's Contributions to Multivariate Statistical Analysis

Cites Work

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• An approximation to the C. D. F. of the largest root of a covariance matrix
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• SIMULTANEOUS TESTS OF LINEAR HYPOTHESES
• On the Simultaneous Analysis of Variance Test
• Some Contributions to Anova in One or More Dimensions: I
• Percentage points of the extreme roots of a Wishart matrix
• On the exact distributions of the extreme roots of the Wishart and MANOVA matrices

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