On testing latent vectors of a normal covariance matrix

DOI10.2307/3315004zbMath0374.62055OpenAlexW2102189582MaRDI QIDQ4151593

Rameshwar D. Gupta

Publication date: 1973

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315004

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Cites Work

• The goodness-of-fit of a single (non-isotropic) hypothetical principal component
• An Optimal Property of Principal Components
• The non-null distribution of a statistic in principal components analysis

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