Distributions of the largest latent root of the multivariate complex Gaussian distribution
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Cites work
- scientific article; zbMATH DE number 3136465 (Why is no real title available?)
- APPROXIMATION FOR THE DISTRIBUTION OF THE LARGEST LATENT ROOT OF A WISHART MATRIX*,1
- Asymptotic Distributions of Some Multivariate Tests
- Distribution of the Largest Latent Root and the Smallest Latent Root of the Generalized $B$ Statistic and $F$ Statistic in Multivariate Analysis
- Distribution of the Largest or the Smallest Characteristic Root Under Null Hypothesis Concerning Complex Multivariate Normal Populations
- Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
- Non-central distributions of ith largest characteristic roots of three matrices concerning complex multivariate normal populations
- On the distribution of the latent roots of a positive definite random symmetric matrix. I
- Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
- The multivariate distribution of complex normal variables
Cited in
(6)- Roy's largest root under rank-one perturbations: the complex valued case and applications
- Asymptotic expansions of the non-central distribution of milks1 statistic in the complex gaussian case
- scientific article; zbMATH DE number 7387522 (Why is no real title available?)
- Some distributions of the latent roots of a complex Wishart matrix variate
- On a statistic useful in dimensionality reduction in multivariable linear stochastic system
- Partial differential equations for hypergeometric functions of complex argument matrices and their applications
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