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

  • Takesi Hayakawa
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Keywords

Covariance Matrix Probability Density Function Asymptotic Expansion Latent Root Latent Vector 

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References

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    Anderson, T. W. (1963). Asymptotic theory for principal component analysis,Ann. Math. Statist.,34, 122–148.MATHMathSciNetGoogle Scholar
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    Lawley, D. N. (1956). Tests of significance for the latent roots of covariance and correlation matrices,Biometrika,43, 128–136.MATHMathSciNetCrossRefGoogle Scholar
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    Mallows, C. L. (1961). Latent vectors of random symmetric matrices,Biometrika,48, 133–149.MATHMathSciNetCrossRefGoogle Scholar
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    Sugiura, N. (1973). Derivatives of the characteristic root of a symmetric or a Hermitian matrix with two applications in multivariate analysis,Commun. Statist.,1, 393–417.MATHMathSciNetCrossRefGoogle Scholar

Copyright information

© Kluwer Academic Publishers 1978

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  • Takesi Hayakawa

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