The Asymptotic Distribution of Certain Characteristic Roots and Vectors

Abstract

In a number of problems in multivariate statistical analysis use is made of characteristic roots and vectors of one sample covariance matrix in the metric of another.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1951
Accession Number
AD1028650

Entities

People

  • T. W. Anderson

Organizations

  • Columbia University

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Covariance
  • Data Science
  • Discontinuities
  • Distribution Functions
  • Equations
  • Information Science
  • Integrals
  • Normal Distribution
  • Probability
  • Sequences
  • Square Roots
  • Statistical Analysis
  • Statistics
  • Theorems
  • United States
  • United States Government
  • Universities

Fields of Study

  • Mathematics