Title
Optimal Bounds For The Distributions Of Some Test Criteria For Tests Of Dimensionality
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
ISSN
0006-3444
Recommended Citation
Schott, James R., "Optimal Bounds For The Distributions Of Some Test Criteria For Tests Of Dimensionality" (1984). Faculty Bibliography 1980s. 344.
https://stars.library.ucf.edu/facultybib1980/344
Comments
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