Abstract
In multivariate analysis, the eigenvalues of the covariance matrix are crucial. Thus, there is a demand among users to find a good, easy-to-use chi-squared approximation. However, there are few good approximations for eigenvalues. Therefore, in this paper, we focus on the chi-squared approximation, proposing a new approximation and investigating its accuracy.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have