Large sample approximations for the LR statistic for equality of the smallest eigenvalues of a covariance matrix under elliptical population
type: Item
instance of: scholarly article
title: Large sample approximations for the LR statistic for equality of the smallest eigenvalues of a covariance matrix under elliptical population
zbMATH Open document ID: 1452.62137
author: Daisuke Watanabe
author: S. Okada
author: Yasunori Fujikoshi
author: Takakazu Sugiyama
published in: Computational Statistics and Data Analysis
publication date: 2009-06-12T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 5564666
zbMATH Keywords: Bartlett correction
zbMATH Keywords: elliptical distribution
zbMATH Keywords: likelihood ratio statistic
zbMATH Keywords: principal component analysis
MaRDI profile type: Publication
full work available at URL: j.csda.2007.09.028
OpenAlex ID: W2041219089
cites work: Q4420195
cites work: An asymptotic expansion for the distributions of the latent roots of the Wishart matrix with multiple population roots
cites work: Asymptotic expansions for the distributions of multivariate basic statistics and one-way MANOVA tests under non-normality
cites work: TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES
cites work: Asymptotic expansion of the joint distribution of sample mean vector and sample covariance matrix from an elliptical population
DOI: 10.1016/J.CSDA.2007.09.028
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description: scientific article; zbMATH DE number 5564666