On the distribution of the maximum latent root of a positive definite symmetric random matrix

DOI10.1007/BF02911665zbMath0158.37903MaRDI QIDQ2527884

Takesi Hayakawa

Publication date: 1967

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

zbMATH Keywords

statistics

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites Work

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• Zonal polynomials of the real positive definite symmetric matrices
• On the distribution of a quadratic form in a multivariate normal sample
• The Distribution of Hotelling's Generalised $T_0^2$
• On the Distribution of the Largest Latent Root and the Corresponding Latent Vector for Principal Component Analysis
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Some Non-Central Distribution Problems in Multivariate Analysis