Asymptotic expansion for the distribution of a function of latent roots of the covariance matrix

1977 ◽  
Vol 29 (1) ◽  
pp. 389-396 ◽  
Author(s):  
Sadanori Konishi
Keyword(s):  
Asymptotic Expansion ◽  
Covariance Matrix ◽  
Latent Roots

On the ith Latent Root of a Complex Matrix(1)

1972 ◽  
Vol 15 (3) ◽  
pp. 323-327
Author(s):  
Sabri Al-Ani
Keyword(s):  
Statistical Analysis ◽  
Covariance Matrix ◽  
Joint Distribution ◽  
Latent Root ◽  
Multivariate Normal ◽  
Complex Matrix ◽  
Image Position ◽  
Latent Roots

Goodman [1] has pointed out the applications of the distributional results of the complex multivariate normal statistical analysis. Khatri [4], has suggested the maximum latent root statistic for testing the reality of a covariance matrix. The joint distribution of the latent roots under certain null hypotheses can be written as, [2], [3],1whereand

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