An Introduction to Multivariate Statistical Analysis
Anderson — An Introduction to Multivariate Statistical Analysis
- Result
§7.5 "The generalized variance"; §8.3–8.5 likelihood-ratio criterion for linear hypotheses, its distribution and asymptotic expansion; §8.9 "Multivariate analysis of variance"; §12.2–12.4 canonical correlations, estimation and inference; §13.5–13.6 asymptotic distributions of roots (one and two Wishart matrices). Normal theory throughout these sections.
- Use
background for O7's determinant ratio and the canonical-correlation reading.
- Verification
section titles from the 2nd-edition contents scan (primary record,
papers/local/); the 3rd-edition numbering and the theorem giving the sample covariance's asymptotic law under finite fourth moments (cited in the study as "Anderson 2003 §3") are unverified (5 Sep 2026).
T. W. Anderson, Wiley, 3rd ed. 2003 (2nd ed. 1984). Generalized variance s7.5, LR criterion s8.3-8.5, MANOVA s8.9, canonical correlations ch. 12, asymptotic roots s13.5-13.6. Registered 5 Sep 2026; 2nd-ed. contents scan (papers/local/); 3rd-ed. numbering unverified.
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