JSTOR Daily

On the Distribution of the Largest Latent Root of the Covariance Matrix

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 ...
JSTOR Daily

On Asymptotics of Eigenvectors of Large Sample Covariance Matrix

Let $\{X_{ij}\}$, i, j =..., be a double array of i.i.d. complex random variables with EX₁₁ = 0, E|X₁₁|² = 1 and E|X₁₁|⁴ < ∞, and let $A_{n}=\frac{1 ...
Simon Fraser University

Example 24.9: Optimal Design in the Presence of Covariance

The BLOCKS statement finds a design that maximizes the determinant |X'AX| of the treatment information matrix, where A depends on the block or covariate model. Alternatively, you can directly specify ...
Simon Fraser University

Example 30.4: Analysis of Covariance

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 ...