A survey of topics in multivariate analysis inspired by the publication of T. W. ANDERSON, An Introduction to Multivariate Statistical Analysis, 2nd ed., John Wiley & Sons, New York, 1984, xvii + 675 pages, $47.50, and WILLIAM R. DILLON and MATTHEW GOLDSTEIN, Multivariate Analysis: Methods and Applications, John Wiley & Sons, New York, 1984, xii + 587 pages, $39.95. This review and discussion are dedicated to the memory of P. R. Krishnaiah, a leader in the area of Multivariate Analysis, who died of cancer on August 1, 1987.
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Mark J. Schervish (1987) studied this question.