Improved approximations to distributions of the largest and the smallest latent roots of a Wishart matrix (Q1151694): Difference between revisions

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+An Asymptotic Expansion for the Distribution of the Latent Roots of the Estimated Covariance Matrix
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+Asymptotic expansions for the distributions of some functions of the latent roots of matrices in three situations
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+Asymptotic expansion for the distribution of a function of latent roots of the covariance matrix
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+An approximation to the distribution of the sample correlation coefficient
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+Q4191993
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+Expressions for some hypergeometric functions of matrix argument with applications
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+Latent roots and matrix variates: a review of some asymptotic results
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+Asymptotic expansions for the joint and marginal distributions of the latent roots of the covariance matrix
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+Derivatives of the characteristic root of a synmetric or a hermitian matrix with two applications in multivariate analysis
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+On the Distribution of the Largest Latent Root of the Covariance Matrix
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+APPROXIMATION FOR THE DISTRIBUTION OF THE LARGEST LATENT ROOT OF A WISHART MATRIX*<sup>,</sup><sup>1</sup>
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