An approximation to the distribution of the largest root of a complex Wishart matrix (Q2561076): Difference between revisions

@@ Property / cites work @@
+Asymptotic properties of spectral estimates of second order
+Normal rank
@@ Property / cites work @@
+Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
+Normal rank
@@ Property / cites work @@
+Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
+Normal rank
@@ Property / cites work @@
+Distribution of the Largest or the Smallest Characteristic Root Under Null Hypothesis Concerning Complex Multivariate Normal Populations
+Normal rank
@@ Property / cites work @@
+Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
+Normal rank
@@ Property / cites work @@
+A Test for Reality of a Covariance Matrix in a Certain Complex Gaussian Distribution
+Normal rank
@@ Property / cites work @@
+The multivariate distribution of complex normal variables
+Normal rank