Power comparisons of tests of two multivariate hypotheses based on individual characteristic roots
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Publication:2534426
DOI10.1007/BF02532231zbMath0179.23903MaRDI QIDQ2534426
C. O. Dotson, K. C. Sreedharan, K. C. S. Pillai
Publication date: 1969
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
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Exact joint distributions of any few ordered roots of a class of random matrices ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution ⋮ On the exact finite series distribution of the smallest or the largest root of matrices in three situations
Cites Work
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- Some Results Useful in Multivariate Analysis
- On the Distribution of the Largest of Seven Roots of a Matrix in Multivariate Analysis
- On the Moments of Elementary Symmetric Functions of the Roots of Two Matrices
- Upper percentage points of the largest root of a matrix in multivariate analysis
- On the distribution of the largest characteristic root of a matrix in multivariate analysis
- Monotonicity of the Power Functions of Some Tests of the Multivariate Linear Hypothesis
- Monotonicity of the Power Functions of Some Tests of Independence between Two Sets of Variates
- On the Monotonic Character of the Power Functions of Two Multivariate Tests
- Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
- Some Non-Central Distribution Problems in Multivariate Analysis
- Distribution of a Root of a Determinantal Equation
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