On the Effects of Moderate Multivariate Nonnormality on Roy's Largest Root Test
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/01621459.1982.10477904
Reference28 articles.
1. Invariant scale matrix hypothesis tests under elliptical symmetry
2. How non-normality affects the quadratic discriminant function
3. On the Marginal Distributions of the Latent Roots of the Multivariate Beta Matrix
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