TESTING THE EQUALITY OF THE SMALLEST LATENT ROOTS OF A CORRELATION MATRIX
成果类型：
Note
署名作者：
SCHOTT, JR
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
发表日期：
1988
页码：
794796
关键词：
摘要：
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.