On the Distribution of the Largest Latent Root of the Covariance Matrix
Sugiyama, T.
Ann. Math. Statist., Tome 38 (1967) no. 6, p. 1148-1151 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
The distribution of the largest latent root of the covariance matrix calculated from a sample from the normal normalitive multivariate population with population covariance matrix $\sigma^2 I$ are presented by author [10] in 1966. The purpose of this paper is to find the distribution of the largest latent root for arbitrary $\Sigma$.
Publié le : 1967-08-14
Classification:  
@article{1177698783,
     author = {Sugiyama, T.},
     title = {On the Distribution of the Largest Latent Root of the Covariance Matrix},
     journal = {Ann. Math. Statist.},
     volume = {38},
     number = {6},
     year = {1967},
     pages = { 1148-1151},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177698783}
}

Sugiyama, T. On the Distribution of the Largest Latent Root of the Covariance Matrix. Ann. Math. Statist., Tome 38 (1967) no. 6, pp.  1148-1151. http://gdmltest.u-ga.fr/item/1177698783/