Upper percentage points of the largest root of a matrix in multivariate analysis
From MaRDI portal
Publication:5528317
DOI10.1093/biomet/54.1-2.189zbMath0149.15803OpenAlexW4300041098MaRDI QIDQ5528317
Publication date: 1967
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/54.1-2.189
Related Items (12)
Distribution of the largest root of a matrix for Roy's test in multivariate analysis of variance ⋮ Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices ⋮ An introduction to functional data analysis and a principal component approach for testing the equality of mean curves ⋮ Approximate null distribution of the largest root in multivariate analysis ⋮ Percentage points of the largest characteristic root of the multivariate beta matrix ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution ⋮ Power comparisons of tests of two multivariate hypotheses based on individual characteristic roots ⋮ Simultaneous Confidence Tubes in Multivariate Linear Regression ⋮ Some relations between the comparison of covariance matrices and principal component analysis ⋮ Non-central distributions of the largest latent roots of three matrices in multivariate analysis ⋮ Computation of the null distribution of the largest or smallest latent roots of a beta matrix ⋮ A multivariate one-way classification model with random effects
This page was built for publication: Upper percentage points of the largest root of a matrix in multivariate analysis
