Title

Optimal Bounds For The Distributions Of Some Test Criteria For Tests Of Dimensionality

Comments

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Abbreviated Journal Title

Biometrika

Keywords

Statistics & Probability

Abstract

Optimal upper bounds are obtained for the distributions of two functions of the m - r smallest latent roots of HE-1, where E and H have Wishart distributions with identical covariance matrices; E has a central distribution while H has a noncentral distribution with unknown noncentrality matrix Δ of rank r. These bounds are then used to investigate the chi-squared approximation for some test criteria used in tests of dimensionality

Journal Title

Biometrika

Volume

71

Issue/Number

567

Publication Date

1-1-1984

Document Type

Article

Language

English

First Page

561

Last Page

222

WOS Identifier

WOS:A1984TT01300014

ISSN

0006-3444

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