A new confidence interval for all characteristic roots of a covariance matrix

Author： Sakaori Fumitake   Yamada Takayuki   Kawamura Akihisa   Sugiyama Takakazu  

Publisher： Springer Publishing Company

ISSN： 0943-4062

Source： Computational Statistics, Vol.22, Iss.1, 2007-04, pp. : 121-131

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