APPROXIMATION FOR THE DISTRIBUTION OF THE LARGEST LATENT ROOT OF A WISHART MATRIX*,1

This publication has 11 references indexed in Scilit:

• On the distribution of the latent roots of a positive definite random symmetric matrix I
  Annals of the Institute of Statistical Mathematics, 1969
• Percentage points of the extreme roots of a Wishart matrix
  Biometrika, 1968
• Calculation of Zonal Polynomial Coefficients by Use of the Laplace-Beltrami Operator
  The Annals of Mathematical Statistics, 1968
• On the Distribution of the Largest Latent Root of the Covariance Matrix
  The Annals of Mathematical Statistics, 1967
• On the Distribution of the Largest Latent Root and the Corresponding Latent Vector for Principal Component Analysis
  The Annals of Mathematical Statistics, 1966
• The Distribution of Hotelling's Generalised $T_0^2$
  The Annals of Mathematical Statistics, 1966
• An Asymptotic Expansion for the Distribution of the Latent Roots of the Estimated Covariance Matrix
  The Annals of Mathematical Statistics, 1965
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
  The Annals of Mathematical Statistics, 1964
• Some Non-Central Distribution Problems in Multivariate Analysis
  The Annals of Mathematical Statistics, 1963
• Asymptotic Theory for Principal Component Analysis
  The Annals of Mathematical Statistics, 1963