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TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES D. N. LAWLEY D. N. LAWLEY Mathematical InstituteEdinburgh Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 43, Issue 1-2, June 1956, Pages 128–136, https://doi.org/10.1093/biomet/43.1-2.128 Published: 01 June 1956
D. N. Lawley (Sun,) studied this question.