Lower bounds for the distributions of certain multivariate test statistics

Yasunori Fujikoshi and Takafumi Isogai

Journal of Multivariate Analysis, 1976, vol. 6, issue 2, 250-255

Abstract: A lower (upper) bound is given for the distribution of each dj, j = k + 1, ..., p (j = 1, ..., s), the jth latent root of AB-1, where A and B are independent noncentral and central Wishart matrices having Wp(q, [Sigma]; [Omega]) with rank ([Omega])

Keywords: Distribution; of; latent; roots; lower; bound; Wishart; Tintner's; model; tests; for; dimensionality; canonical; analysis (search for similar items in EconPapers)
Date: 1976
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Citations: View citations in EconPapers (1)

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