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APPROXIMATE NULL DISTRIBUTION OF THE LARGEST ROOT IN MULTIVARIATE ANALYSIS
The greatest root distribution occurs everywhere in classical multivariate analysis, but even under the null hypothesis the exact distribution has required extensive tables or special purpose software. We describe a simple approximation, based on the Tracy–Widom distribution, that in many cases can...
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| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
2009
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| Schlagworte: | |
| Online Zugang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC2880335/ https://ncbi.nlm.nih.gov/pubmed/20526465 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/08-AOAS220 |
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