TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES

Abstract

TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES D. N. LAWLEY D. N. LAWLEY Mathematical InstituteEdinburgh Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 43, Issue 1-2, June 1956, Pages 128–136, https://doi.org/10.1093/biomet/43.1-2.128 Published: 01 June 1956