APPROXIMATION FOR THE DISTRIBUTION OF THE LARGEST LATENT ROOT OF A WISHART MATRIX*,1
Author:
Publisher
Wiley
Subject
Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-842X.1972.tb00332.x/fullpdf
Reference14 articles.
1. An asymptotic expansion for the distribution of the latent roots of the estimated oovariance matrix;Anderson;Ann. Math. Statist.,1965
2. Asymptotic theory for principal component analysis;Anderson;Ann. Math. Statist.,1963
3. Some non-central distribution problems in multivariate analysis;Constantine;Ann. Math. Statist.,1963
4. The distribution of Hotelling's generalized T02;Constantino;Ann. Math. Statist.,1966
5. Percentage points of the extreme roots of a Wishart matrix;Hanumara;Biometrika,1968
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