On the exact finite series distribution of the smallest or the largest root of matrices in three situations

DOI10.1016/0047-259X(72)90027-9zbMath0271.62060OpenAlexW2076569337MaRDI QIDQ758829

Chinubal G. Khatri

Publication date: 1972

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(72)90027-9

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (17)

Generalized heterogeneous hypergeometric functions and the distribution of the largest eigenvalue of an elliptical Wishart matrix ⋮ Testing optimality of experimental designs for a regression model with random variables ⋮ Matrix variate distribution theory under elliptical models -- V: the non-central Wishart and inverted Wishart distributions ⋮ DISTRIBUTION OF THE LARGEST EIGENVALUE OF AN ELLIPTICAL WISHART MATRIX AND ITS SIMULATION ⋮ Asymptotic behavior of the distributions of eigenvalues for beta-Wishart ensemble under the dispersed population eigenvalues ⋮ Expressing the largest eigenvalue of a singular beta F-matrix with heterogeneous hypergeometric functions ⋮ Unnamed Item ⋮ Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method ⋮ Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution ⋮ Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence ⋮ Matrix-variate distribution theory under elliptical models-4: joint distribution of latent roots of covariance matrix and the largest and smallest latent roots ⋮ A general inverse matrix series relation and associated polynomials. II ⋮ Unnamed Item ⋮ Computation of the null distribution of the largest or smallest latent roots of a beta matrix ⋮ On Comparisons of Exact Powers of Bivariate GMANOVA Tests ⋮ A general matrix series inversion pair and associated polynomials

Cites Work

• On the exact distribution of the smallest root of the Wishart matrix using zonal polynomials
• Power comparisons of tests of two multivariate hypotheses based on individual characteristic roots
• ON THE DISTRIBUTION OF THE LARGEST OR THE SMALLEST ROOT OF A MATRIX IN MULTIVARIATE ANALYSIS
• The Distribution of Hotelling's Generalised $T_0^2$
• On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors
• On the Distribution of the Largest Latent Root and the Corresponding Latent Vector for Principal Component Analysis
• On the Distribution of the Largest Root of a Matrix in Multivariate Analysis
• Distribution of the Largest Latent Root and the Smallest Latent Root of the Generalized $B$ Statistic and $F$ Statistic in Multivariate Analysis
• Some Distribution Problems Connected with the Characteristic Roots of $S_1S^{-1}_2$

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