Simultaneous tests for equality of latent roots against certain alternatives. I

DOI10.1007/BF02479243zbMath0256.62046OpenAlexW2018102271MaRDI QIDQ2559118

V. B. Waikar, P. R. Krishnaiah

Publication date: 1971

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

Full work available at URL: https://doi.org/10.1007/bf02479243

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15)

Related Items (9)

Application of multiple comparison type procedures to the eigenvalues of §^-1₁:§₂: ⋮ Asymptotic expansion for the distribution of a function of latent roots of the covariance matrix ⋮ Invariant scale matrix hypothesis tests under elliptical symmetry ⋮ On the evaluation of some distributions that arise in simultaneous tests for the equality of the latent roots of the covariance matrix ⋮ Asymptotic nonnull distributions of certain test criteria for a covariance matrix ⋮ Some recent developments on complex multivariate distributions ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution ⋮ On the ratios of the individual latent roots to the trace of a Wishart matrix ⋮ On the distributions of the ratios of the extreme roots to the trace of the Wishart matrix

Cites Work

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• Simultaneous tests for equality of latent roots against certain alternatives. II
• An Asymptotic Expansion for the Distribution of the Latent Roots of the Estimated Covariance Matrix
• Some Distribution Problems Connected with the Characteristic Roots of $S_1S^{-1}_2$
• On the Distributions of the Ratios of the Roots of a Covariance Matrix and Wilks' Criterion for Tests of Three Hypotheses
• The Distribution of the Latent Roots of the Covariance Matrix
• Asymptotic Theory for Principal Component Analysis
• The Distribution of Noncentral Means with Known Covariance
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Some Non-Central Distribution Problems in Multivariate Analysis

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