On the distribution of the maximum latent root of a positive definite symmetric random matrix
- 1 December 1967
- journal article
- Published by Springer Nature in Annals of the Institute of Statistical Mathematics
- Vol. 19 (1) , 1-17
- https://doi.org/10.1007/bf02911665
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
- On the distribution of a quadratic form in a multivariate normal sampleAnnals of the Institute of Statistical Mathematics, 1966
- On the Distribution of the Largest Latent Root and the Corresponding Latent Vector for Principal Component AnalysisThe Annals of Mathematical Statistics, 1966
- The Distribution of Hotelling's Generalised $T_0^2$The Annals of Mathematical Statistics, 1966
- Distributions of Matrix Variates and Latent Roots Derived from Normal SamplesThe Annals of Mathematical Statistics, 1964
- Some Non-Central Distribution Problems in Multivariate AnalysisThe Annals of Mathematical Statistics, 1963
- Zonal Polynomials of the Real Positive Definite Symmetric MatricesAnnals of Mathematics, 1961