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The asymptotic expansion of the distribution of Anderson's statistic for testing a latent vector of a covariance matrix

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References

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The Institute of Statistical Mathematics

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Hayakawa, T. The asymptotic expansion of the distribution of Anderson's statistic for testing a latent vector of a covariance matrix. Ann Inst Stat Math 30, 51–55 (1978). https://doi.org/10.1007/BF02480199

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  • DOI: https://doi.org/10.1007/BF02480199

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