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PERCENTILE POINTS OF THE LARGEST LATENT ROOT OF A MATRIX AND POWER CALCULATIONS FOR TESTING HYPOTHESIS Σ=I

Takakazu Sugiyama

Nihon Tōkei Gakkaishi/Nihon Tokei Gakkaishi · 1973 · 16 citations · 4 references

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References

4

Bessel Functions of Matrix Argument

Carl Herz · Annals of Mathematics · 1955 · 484 citations

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Sensitivity Comparisons among Tests of the General Linear Hypothesis

Martin Schatzoff · Journal of the American Statistical Association · 1966 · 65 citations

, , +15

On the Distribution of the Largest Latent Root of the Covariance Matrix

Takakazu Sugiyama · The Annals of Mathematical Statistics · 1967 · 55 citations · Full text

, , +10

Percentage points of the extreme roots of a Wishart matrix

R. Choudary Hanumara, William A. Thompson · Biometrika · 1968 · 48 citations

, , +11