Add to ORKGGovernment is authorized to reproduce and distribute reprints for govern-mental purposes not withstanding any copyright notation hereon. 85 10 11 112 In this paper, the authors consider the problem of testing for the equality of the last few eigenvalues of the covariance matrix under * correlated multivariate regression equations (CHRE) imdek. Asymtotic distributions of various test statistics are derived when the underlying distribution is multivariate normal. Some of the distribution theory is extended to the case when the underlying distribution is elliptically symmetric
summary:Test statistics for testing some hypotheses on characteristic roots of covariance matrices a...
The asymptotic distribution of an eigenprojection for a sample correlation matrix is obtained. In pa...
In this paper, tests are developed for testing certain hypotheses on the covari-ance matrix Σ, when ...
AbstractThis paper deals with the distribution of the LR statistic for testing the hypothesis that t...
This paper deals with the distribution of the LR statistic for testing the hypothesis that the small...
We propose a nonparametric procedure to test the hypothesis that the j-th largest eigenvalues of a c...
We consider tests of the null hypothesis that g covariance matrices have a partial common principal ...
We consider tests of the null hypothesis that g covariance matrices have a partial common principal ...
In the application of principal components analysis it is common to replace an observed sample princ...
A limiting distribution of the likelihood ratio statistic for the test of the equality of the q smal...
The asymptotic distribution of an eigenprojection for a sample correlation matrix is obtained. In pa...
AbstractThe noncentral distributions of Y = Πi=1p θia(1 − θi)b are obtained, where a and b are known...
The asymptotic distribution of the eigenvectors and eigenvalues in correspondence analysis is derive...
In this paper the asymptotic nonnull distribution of the likelihood ratio statistic for testing equa...
The asymptotic expansions are derived up to terms of order 1/n, for the c.d.f. and percentile of the...
summary:Test statistics for testing some hypotheses on characteristic roots of covariance matrices a...
The asymptotic distribution of an eigenprojection for a sample correlation matrix is obtained. In pa...
In this paper, tests are developed for testing certain hypotheses on the covari-ance matrix Σ, when ...
AbstractThis paper deals with the distribution of the LR statistic for testing the hypothesis that t...
This paper deals with the distribution of the LR statistic for testing the hypothesis that the small...
We propose a nonparametric procedure to test the hypothesis that the j-th largest eigenvalues of a c...
We consider tests of the null hypothesis that g covariance matrices have a partial common principal ...
We consider tests of the null hypothesis that g covariance matrices have a partial common principal ...
In the application of principal components analysis it is common to replace an observed sample princ...
A limiting distribution of the likelihood ratio statistic for the test of the equality of the q smal...
The asymptotic distribution of an eigenprojection for a sample correlation matrix is obtained. In pa...
AbstractThe noncentral distributions of Y = Πi=1p θia(1 − θi)b are obtained, where a and b are known...
The asymptotic distribution of the eigenvectors and eigenvalues in correspondence analysis is derive...
In this paper the asymptotic nonnull distribution of the likelihood ratio statistic for testing equa...
The asymptotic expansions are derived up to terms of order 1/n, for the c.d.f. and percentile of the...
summary:Test statistics for testing some hypotheses on characteristic roots of covariance matrices a...
The asymptotic distribution of an eigenprojection for a sample correlation matrix is obtained. In pa...
In this paper, tests are developed for testing certain hypotheses on the covari-ance matrix Σ, when ...