Latent roots and vectors of a Wishart matrix

DOI10.1007/BF02911673zbMath0152.36401OpenAlexW2099590176MaRDI QIDQ2525902

Yanyan Li

Publication date: 1967

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

Full work available at URL: https://doi.org/10.1007/bf02911673

zbMATH Keywords

statistics

Related Items (2)

Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution ⋮ Principal components analysis in the complex case

Cites Work

• Unnamed Item
• Unnamed Item
• The goodness of fit of two (or more) hypothetical principal components
• TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES
• Latent vectors of random symmetric matrices
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA

This page was built for publication: Latent roots and vectors of a Wishart matrix