Title

Testing The Equality Of The Smallest Latent Roots Of A Correlation Matrix

Comments

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Abbreviated Journal Title

Appl. Optics

Keywords

Biology; Mathematical & Computational Biology; Statistics & Probability

Abstract

The asymptotic variance of a statistic used to test the equality of the smallest latent roots of a correlation matrix is computed. This permits an approximation to its null distribution suggested by Lawley (1956). A simulation is used to compare the performance of this approximation with others currently in use.

Journal Title

Applied Optics

Volume

75

Issue/Number

4

Publication Date

1-1-1988

Document Type

Note

Language

English

First Page

794

Last Page

796

WOS Identifier

WOS:A1988R296800021

ISSN

0006-3444

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