Approximations for the distributions of the extreme latent roots of three matrices
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Publication:1235946
DOI10.1007/BF02504664zbMath0352.62050MaRDI QIDQ1235946
Robb J. Muirhead, Yasuko Chikuse
Publication date: 1975
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
62H05: Characterization and structure theory for multivariate probability distributions; copulas
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Cites Work
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- ON THE DISTRIBUTION OF THE LARGEST OR THE SMALLEST ROOT OF A MATRIX IN MULTIVARIATE ANALYSIS
- Some Bounds on the Distribution Functions of the Largest and Smallest Roots of Normal Determinantal Equations
- Bounds for the distribution functions of the extreme latent roots of a sample covariance matrix
- Power Comparisons of Tests of Equality of Two Covariance Matrices Based on Individual Characteristic Roots
- APPROXIMATION FOR THE DISTRIBUTION OF THE LARGEST LATENT ROOT OF A WISHART MATRIX*,1