A note on the confidence bounds for the characteristic roots of dispersion matrices of normal variates

DOI10.1007/BF02868165zbMath0134.14904OpenAlexW2055947619MaRDI QIDQ2395973

Chinubal G. Khatri

Publication date: 1965

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

Full work available at URL: https://doi.org/10.1007/bf02868165

zbMATH Keywords

statistics

Related Items (1)

Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution

Cites Work

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• Bartlett Decomposition and Wishart Distribution
• Two-Sample Comparisons of Dispersion Matrices for Alternatives of Intermediate Specificity
• Some Optimum Confidence Bounds for Roots of Determinantal Equations
• Equality of More Than Two Variances and of More Than Two Dispersion Matrices Against Certain Alternatives
• On a Heuristic Method of Test Construction and its use in Multivariate Analysis

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