Distribution of the Largest Latent Root and the Smallest Latent Root of the Generalized $B$ Statistic and $F$ Statistic in Multivariate Analysis
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Publication:5560746
DOI10.1214/aoms/1177698784zbMath0173.20602OpenAlexW1995098377MaRDI QIDQ5560746
Publication date: 1967
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177698784
Related Items (9)
On the exact distributions of the extreme roots of the Wishart and MANOVA matrices ⋮ Unnamed Item ⋮ Exact distributional computations for Roy's statistic and the largest eigenvalue of a Wishart distribution ⋮ Distributions of the largest latent root of the multivariate complex Gaussian distribution ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution ⋮ On the distribution of the latent roots of a positive definite random symmetric matrix. I ⋮ On the exact finite series distribution of the smallest or the largest root of matrices in three situations ⋮ The distribution of the ratios of characteristic roots (condition numbers) and their applications in principal component or ridge regression ⋮ Non-central distributions of the largest latent roots of three matrices in multivariate analysis
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