The distribution of the determinant of correlation matrix useful in principal component analysis

DOI10.1080/03610917608812002zbMath0352.62016OpenAlexW2092302403MaRDI QIDQ4122615

B. N. Nagarsenker

Publication date: 1976

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610917608812002

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Exact distribution theory in statistics (62E15)

Related Items (2)

Multivariate mutual information ⋮ Asymptotic expansions for the distributions of functions of a correlation matrix

Cites Work

• CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA

This page was built for publication: The distribution of the determinant of correlation matrix useful in principal component analysis