Application of multiple comparison type procedures to the eigenvalues of §-11:§2:

DOI10.1080/03610928608829131zbMath0608.62074OpenAlexW2001054030MaRDI QIDQ3747532

Charles Dunn

Publication date: 1986

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928608829131

zbMATH Keywords

eigenvaluesmaximum likelihood estimatesmultivariate normal populationscharacteristic rootssimulation analysiscovariance matricescombinatoric classificationdiscrimination rulesmultiple comparisons type proceduresmultiple range type procedures

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Paired and multiple comparisons; multiple testing (62J15) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Some relations between the comparison of covariance matrices and principal component analysis
• Simultaneous tests for equality of latent roots against certain alternatives. I
• Combinatoric classification of multivariate normal variates
• Some Distribution Problems Connected with the Characteristic Roots of $S_1S^{-1}_2$
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples