Distributions of Matrix Variates and Latent Roots Derived from Normal Samples

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Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence
Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles
On Bayesian principal component analysis
Noncentral elliptical configuration density
Complex bimatrix variate generalised beta distributions
On a result of Roy and Gnanadesikan concerning multivariate variance components
On the exact non-null distribution of Wilks' L(VC) criterion and power studies
Quadratic forms of a matric-t variate
Estimating functions of canonical correlation coefficients
On the expansion of \(C^*_{\rho}(V+I)\) as a sum of zonal polynomials
Some properties of invariant polynomials with matrix arguments and their applications in econometrics
A note on some Wishart expectations
Testing optimality of experimental designs for a regression model with random variables
Asymptotics of special functions and the central limit theorem on the space \({\mathcal P}_ n\) of positive \(n\times n\) matrices
Multivariate Liouville distributions
Error bounds for asymptotic expansions of the distribution of the MLE in a GMANOVA model
Minimal complete classes of invariant tests for equality of normal covariance matrices and sphericity
Some distribution theory relating to confidence regions in multivariate calibration
On the distribution of the function of the F-matrix under an elliptical population
Conditional and unconditional statistical independence
On testing the dimensionality of regression coefficients
Asymptotic expansions for the joint and marginal distributions of the latent roots of \(S_1S^{-1}_2\)
Locally minimax test of the equality of two covariance matrices
Asymptotic expansion for the distribution of a function of latent roots of the covariance matrix
Estimation of a linear transformation and an associated distributional problem
Asymptotic distributions of the latent roots with multiple population roots in multiple discriminant analysis
Calculation of zonal polynomials of 3 3 positive definite symmetric matrices
Power comparisons of two-sided tests of equality of two covariance matrices based on six criteria
Some complex variable transformations and exact power comparisons of two- sided tests of equality of two Hermitian covariance matrices
Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory
The distribution of the characteristic roots of \(S_ 1 S_ 2^{-1}\) under violations in the complex case and power comparisons of four tests
The distribution of product of independent beta random variables with application to multivariate analysis
Differential operators associated with zonal polynomials. I
Differential operators associated with zonal polynomials. II
Asymptotic distributions of the likelihood ratio test statistics for covariance structures of the complex multivariate normal distributions
On the construction of a class of invariant polynomials in several matrices, extending the zonal polynomials
Eigenfunctions of expected value operators in the Wishart distribution. II
The distribution and moments of the smallest eigenvalue of a random matrix of Wishart type
Asymptotic expansions for distributions of the large sample matrix resultant and related statistics on the Stiefel manifold
The noncentral Bartlett decompositions and shape densities
Approximating the matrix Fisher and Bingham distributions: Applications to spherical regression and Procrustes analysis
A triple product identity for Schur functions
Bayes estimation of number of signals
Constant term identities and hypergeometric functions on spaces of Hermitian matrices
On the distribution of a quadratic form in a multivariate normal sample
On the evaluation of some distributions that arise in simultaneous tests for the equality of the latent roots of the covariance matrix
Expressions for some hypergeometric functions of matrix argument with applications
On the distribution of the latent roots of a complex Wishart matrix (non- central case)
On the derivation of the asymptotic distribution of the generalized Hotelling's T^2_0
Note on the asymptotic distributions of the functions of a multivariate quadratic form in normal sample
On the distribution of the multivariate quadratic form in multivariate normal samples
The asymptotic distributions of the statistics based on the complex Gaussian distribution
An asymptotic expansion for the distribution of the determinant of a multivariate quadratic form in a normal sample
Distributions of the largest latent root of the multivariate complex Gaussian distribution
Simultaneous tests for equality of latent roots against certain alternatives. II
On an asymptotic distribution of the characteristic roots of \(S_1S^{- 1}_2\) when roots are not all distinct
Asymptotic distributions of the latent roots of the covariance matrix with multiple population roots
Asymptotic expansions for distributions of latent roots in multivariate analysis
Note on the distribution of the minimum latent root
Some recent developments on complex multivariate distributions
On the complex analogue of Bayesian estimation of a multivariate regression model
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
Zonal polynomials: an alternative approach
On the exact non-null distribution of likelihood ratio criteria for covariance matrices
Uniform distribution on a Stiefel manifold
Asymptotic distributions for the elementary symmetric functions of two matrices under the assumption of linearity
Alternative derivation of some complex multivariate distributions
Inference in canonical correlation analysis
Nonnull distributions of some statistics associated with testing for the equality of two covariance matrices
On the expectation of a ratio of quadratic forms in normal variables
Density estimation on the Stiefel manifold
Generalized binomial expansion on complex matrix space
Improving on the best affine equivariant estimator of the ratio of generalized variances
Screening among multivariate normal data
Bessel systems for Jordan algebras of rank 2 and 3
Exact densities for variance estimators of the structural disturbances in simultaneous equations models
Asymptotic expansions of some matrix argument hypergeometric functions, with applications to macromolecules
Generalized noncentral Hermite and Laguerre polynomials in multiple matrices
Asymptotic null and nonnull distribution of Hotelling's T^ 2-statistic under the elliptical distribution
Moments and distributions of certain multivariate test criteria in the canonical correlation case under violation
Density estimation on the spaces of symmetric and rectangular matrices
Wishart and pseudo-Wishart distributions and some applications to shape theory
Concentrated matrix Langevin distributions
Estimating the covariance matrix: A new approach
A note on the Cook's distance.
Random matrices with complex Gaussian entries
Singular Wishart and multivariate beta distributions
Evaluating matrix-variate moments through higher-order differential forms and combinatorial algorithms.
Large deviations asymptotics for spherical integrals
A selection procedure for estimating the number of signal components
The bivariate sinh-elliptical distribution with applications to Birnbaum-Saunders distribution and associated regression and measurement error models
Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference
Singular values for products of two coupled random matrices: hard edge phase transition
Properties of matrix variate confluent hypergeometric function distribution
Pythagorean generalization of testing the equality of two symmetric positive definite matrices
Phase retrieval using random cubatures and fusion frames of positive semidefinite matrices
Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method
Exact formulas for the normalizing constants of Wishart distributions for graphical models
Extended matrix variate hypergeometric functions and matrix variate distributions

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