On the exact distribution of the smallest root of the Wishart matrix using zonal polynomials

DOI10.1007/BF02479230zbMath0276.62053OpenAlexW1998654435MaRDI QIDQ1393795

D. Massart

Publication date: 1971

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

Full work available at URL: https://doi.org/10.1007/bf02479230

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15)

Related Items (8)

MOPS: multivariate orthogonal polynomials (symbolically) ⋮ The distribution and moments of the smallest eigenvalue of a random matrix of Wishart type ⋮ Derivative moments for characteristic polynomials from the CUE ⋮ On the singular values of Gaussian random matrices ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution ⋮ On the exact finite series distribution of the smallest or the largest root of matrices in three situations ⋮ Direct methods for generating extreme characteristic roots of certain random matrices ⋮ On the condition number of the critically-scaled Laguerre unitary ensemble

Cites Work

• Unnamed Item
• On the Distribution of the Largest Latent Root of the Covariance Matrix
• On the exact distributions of the extreme roots of the Wishart and MANOVA matrices
• Some Non-Central Distribution Problems in Multivariate Analysis
• Distribution of a Root of a Determinantal Equation

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