Asymptotic expansion for the distribution of a function of latent roots of the covariance matrix
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DOI: 10.1007/BF02532799
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References listed on IDEAS
- Krishnaiah, P. R. & Schuurmann, F. J., 1974. "On the evaluation of some distributions that arise in simultaneous tests for the equality of the latent roots of the covariance matrix," Journal of Multivariate Analysis, Elsevier, vol. 4(3), pages 265-282, September.
- Y. Fujikoshi, 1977. "An asymptotic expansion for the distributions of the latent roots of the Wishart matrix with multiple population roots," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 29(1), pages 379-387, December.
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Cited by:
- Boik, Robert J., 2005. "Second-order accurate inference on eigenvalues of covariance and correlation matrices," Journal of Multivariate Analysis, Elsevier, vol. 96(1), pages 136-171, September.
- Sheena, Yo, 2013. "Modified estimators of the contribution rates of population eigenvalues," Journal of Multivariate Analysis, Elsevier, vol. 115(C), pages 301-316.
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