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 study the minimal sample size N = N(n) that suffices to estimate the covariance matrix of an n-dimensional distribution by the sample covariance matrix in the operator norm, with an arbitrary fixed ...

This example considers a data set given in Lawless (1982). The data are the number of days it took rats painted with a carcinogen to develop carcinoma. The last two observations are censored. Maximum ...