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

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