Percentage points of the extreme roots of a Wishart matrix
R. Choudary Hanumara, William A. Thompson · Biometrika · 1968
SUMMARY This paper tabulates the distribution of the largest and smallest characteristic roots of a Wishart matrix; the computation is based on an approximation derived from work of Pillai. As an application, we present simultaneous confidence intervals for the variance components of the two-way layout with unequal variances.