DISTRIBUTION OF THE LARGEST EIGENVALUE OF AN ELLIPTICAL WISHART MATRIX AND ITS SIMULATION (Q4560128)
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scientific article; zbMATH DE number 6989046
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DISTRIBUTION OF THE LARGEST EIGENVALUE OF AN ELLIPTICAL WISHART MATRIX AND ITS SIMULATION |
scientific article; zbMATH DE number 6989046 |
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DISTRIBUTION OF THE LARGEST EIGENVALUE OF AN ELLIPTICAL WISHART MATRIX AND ITS SIMULATION (English)
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4 December 2018
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eigenvalue distribution
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elliptically contoured distribution
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hypergeometric function of a matrix argument
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matrix-variate \(t\) distribution
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percentile point
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random numbers
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