Latent roots and vectors of a Wishart matrix
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KeywordsLatent Root Latent Vector Wishart Distribution WISHART Matrix Quadratic Response Surface
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- T. W. Anderson, “The asymptotic distribution of certain characteristic roots and vectors”,Proceedings of Second Berkeley Symposium on Mathematical Statistics and Probability, University of California Press, (1950), 103–130.Google Scholar
- K. P. Roy, “A note on the asymptotic distribution of likelihood ratio,”Bull. Cal. Stat. Assoc., 7 (1957), 73–78.Google Scholar
© The Institute of Statistical Mathematics 1967