On estimating the dimensionality in discriminant analysis

DOI10.1080/03610929408831381zbMath0825.62207OpenAlexW2007729821MaRDI QIDQ4843681

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Publication date: 17 August 1995

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

Full work available at URL: https://doi.org/10.1080/03610929408831381

zbMATH Keywords

asymptotic distributionlikelihood ratio testdimensionalityWishart distributionmultivariate normal distributionelliptical distributionAkaike's methodMallows' method

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Between-group analysis with heterogeneous covariance matrices: The common principal component model
• Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
• Asymptotic representations of the densities of canonical correlations and latent roots in MANOVA when the population parameters have arbitrary multiplicity
• Estimation of dimensionality in canonical correlation analysis
• Tests of dimensionality in multivariate analysis of variance

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