Improved approximations to distributions of the largest and the smallest latent roots of a Wishart matrix
type: Item
instance of: scholarly article
title: Improved approximations to distributions of the largest and the smallest latent roots of a Wishart matrix
zbMATH Open document ID: 0458.62045
DOI: 10.1007/BF02480916
author: Sadanori Konishi
author: Takakazu Sugiyama
published in: Annals of the Institute of Statistical Mathematics
publication date: 1981-01-01T00:00:00Z
Mathematics Subject Classification ID: 62H10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62F25
zbMATH DE Number: 3718378
zbMATH Keywords: latent roots of Wishart matrix
zbMATH Keywords: normalizing transformations
zbMATH Keywords: sample covariance matrix
zbMATH Keywords: normal sample
MaRDI profile type: Publication
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cites work: APPROXIMATION FOR THE DISTRIBUTION OF THE LARGEST LATENT ROOT OF A WISHART MATRIX*,1
full work available at URL: https://doi.org/10.1007/bf02480916
OpenAlex ID: W1995371845
description: scientific article; zbMATH DE number 3718378