An Approximation for the Test of the Equality of the Smallest Eigenvalues of a Covariance Matrix
type: Item
instance of: scholarly article
title: An Approximation for the Test of the Equality of the Smallest Eigenvalues of a Covariance Matrix
zbMATH Open document ID: 1258.62017
DOI: 10.1080/03610926.2011.574219
author: James R. Schott
publication date: 2013-01-31T00:00:00Z
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 6133074
zbMATH Keywords: asymptotic distribution
zbMATH Keywords: likelihood ratio test
zbMATH Keywords: test of sphericity
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/03610926.2011.574219
OpenAlex ID: W2011508357
cites work: TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES
cites work: The distribution of the sphericity test criterion
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published in: Communications in Statistics: Theory and Methods
description: scientific article; zbMATH DE number 6133074