On the ith Latent Root of a Complex Matrix(1)
Canadian mathematical bulletin, Tome 15 (1972) no. 3, pp. 323-327
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Goodman [1] has pointed out the applications of the distributional results of the complex multivariate normal statistical analysis. Khatri [4], has suggested the maximum latent root statistic for testing the reality of a covariance matrix. The joint distribution of the latent roots under certain null hypotheses can be written as, [2], [3], 1 where and
Al-Ani, Sabri. On the ith Latent Root of a Complex Matrix(1). Canadian mathematical bulletin, Tome 15 (1972) no. 3, pp. 323-327. doi: 10.4153/CMB-1972-059-x
@article{10_4153_CMB_1972_059_x,
author = {Al-Ani, Sabri},
title = {On the ith {Latent} {Root} of a {Complex} {Matrix(1)}},
journal = {Canadian mathematical bulletin},
pages = {323--327},
year = {1972},
volume = {15},
number = {3},
doi = {10.4153/CMB-1972-059-x},
url = {http://geodesic.mathdoc.fr/articles/10.4153/CMB-1972-059-x/}
}
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