On the distribution of the latent roots of a complex Wishart matrix (non- central case)

DOI10.1007/BF02479734zbMath0313.62039MaRDI QIDQ1220330

Takesi Hayakawa

Publication date: 1972

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

41A10: Approximation by polynomials

Related Items

On the distribution of the multivariate quadratic form in multivariate normal samples, Some distributions of the latent roots of a complex Wishart matrix variate, Partial differential equations for hypergeometric functions of complex argument matrices and their applications, A generalized Dirichlet model, Asymptotic expansions of the non-null distributions of two criteria for the linear hypotheses concerning complex multivariate normal populations, Some properties of complex matrix-variate generalized Dirichlet integrals, Complex generalized binomial coefficients

Cites Work

• On the distribution of the maximum latent root of a positive definite symmetric random matrix
• On the distribution of the latent roots of a positive definite random symmetric matrix. I
• Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
• The Distribution of Hotelling's Generalised $T_0^2$
• On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)