Lower bounds for the distributions of certain multivariate test statistics
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]) <= K = p - s and Wp(n, [Sigma]), respectively. Similar bound are also given for the distributions of noncentral means and canonical correlations. The results are applied to obtain lower bounds for the null distributions of some multivariate test statistics in Tintner's model, MANOVA and canonical analysis.
Year of publication: |
1976
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Authors: | Fujikoshi, Yasunori ; Isogai, Takafumi |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 6.1976, 2, p. 250-255
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Publisher: |
Elsevier |
Keywords: | Distribution of latent roots lower bound Wishart Tintner's model tests for dimensionality canonical analysis |
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