The second-order derivatives of matrices of eigenvalues and eigenvectors with an application to generalized \(F\)-statistic

DOI10.1016/j.laa.2003.08.019zbMath1065.15010OpenAlexW1965892347MaRDI QIDQ1881065

Olga Dunajeva

Publication date: 4 October 2004

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2003.08.019

zbMATH Keywords

hypothesis testingmatrix derivativenormal populationbias estimate

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Matrix equations and identities (15A24) Eigenvalues, singular values, and eigenvectors (15A18)

Related Items (1)

Asymptotic confidence regions for density ridges

Cites Work

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• The derivative of an orthogonal matrix of eigenvectors of a symmetric matrix
• Approximation of the non-null distribution of generalized \(T^2\)-statistics
• Exact t and F Tests for Analyzing Studies with Multiple Endpoints
• New Tests for Data with an Inherent Structure

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