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Non-central distributions of the largest latent roots of three matrices in multivariate analysis. (English) Zbl 0214.46702


MSC:

62H10 Multivariate distribution of statistics
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References:

[1] A. G. Constantine, ”Some non-central distribution problem in multivariate analysis,”Ann. Math. Statist., 34 (1963), 1270–1285. · Zbl 0123.36801 · doi:10.1214/aoms/1177703863
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[12] K. C. S. Pillai, ”On the distribution of the largest root of a matrix in multivariate analysis,”Ann. Math. Statist., 38 (1967), 616–617 · Zbl 0171.17201 · doi:10.1214/aoms/1177698984
[13] T. Sugiyama and K. Fukutomi, ”On the distribution of the extreme characteristic roots of the matrices in multivariate analysis,” Reports of statistical application on research, Union of Japanese Scientists and Engineers, 13, 1966. · Zbl 0157.48301
[14] T. Sugiyama, ”On the distribution of the largest latent root of the covariance matrix,”Ann. Math. Statist., 38 (1967), 1148–1151. · Zbl 0161.38301 · doi:10.1214/aoms/1177698783
[15] T. Sugiyama, ”Distribution of the largest latent root and the smallest latent root of the generalizedB statistic andF statistic in multivariate analysis,”Ann. Math. Statist., 38 (1967), 1152–1159. · Zbl 0173.20602 · doi:10.1214/aoms/1177698784
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