The distribution of the largest latent root of the covariance matrix calculated from a sample from the normal normalitive multivariate population with population covariance matrix σ2 I are presented ...

We compute the limiting distributions of the largest eigenvalue of a complex Gaussian sample covariance matrix when both the number of samples and the number of variables in each sample become large.

Analysis of covariance combines some of the features of both regression and analysis of variance. Typically, a continuous variable (the covariate) is introduced into the model of an ...