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Eigenprojections and the equality of latent roots of a correlation matrix

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  • Schott, James R.

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  • Schott, James R., 1996. "Eigenprojections and the equality of latent roots of a correlation matrix," Computational Statistics & Data Analysis, Elsevier, vol. 23(2), pages 229-238, December.
    • Handle: RePEc:eee:csdana:v:23:y:1996:i:2:p:229-238
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    References listed on IDEAS

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    1. Magnus, J.R. & Neudecker, H., 1979. "The commutation matrix : Some properties and applications," Other publications TiSEM d0b1e779-7795-4676-ac98-1, Tilburg University, School of Economics and Management.
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    Cited by:

    1. Yuan, Ke-Hai & Bentler, Peter M., 2000. "Inferences on Correlation Coefficients in Some Classes of Nonnormal Distributions," Journal of Multivariate Analysis, Elsevier, vol. 72(2), pages 230-248, February.

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