On some distribution problems in Manova and discriminant analysis
Asymptotic expansions, valid for large error degrees of freedom, are given for the multivariate noncentral F distribution and for the distribution of latent roots in MANOVA and discriminant analysis. The asymptotic results are expressed in terms of elementary functions which are easy to compute and the results of some numerical work are included. The Bartlett test of the null hypothesis that some of the noncentrality parameters in discriminant analysis are zero is also briefly discussed.
Year of publication: |
1979
|
---|---|
Authors: | Chou, Rouh-Jane ; Muirhead, Robb J. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 9.1979, 3, p. 410-419
|
Publisher: |
Elsevier |
Keywords: | MANOVA and discriminant analysis latent roots asymptotic distributions |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
On Estimating the Dimensionality in Canonical Correlation Analysis
Gunderson, Brenda K., (1997)
-
The "north pole problem" and random orthogonal matrices
Eaton, Morris L., (2009)
-
Inference in canonical correlation analysis
Glynn, William J., (1978)
- More ...