On the distribution of the function of the F-matrix under an elliptical population (Q1116589)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the distribution of the function of the F-matrix under an elliptical population |
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On the distribution of the function of the F-matrix under an elliptical population (English)
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1989
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This paper studies the asymptotic behavior of the determinant, latent roots and latent vectors, and trace of the multivariate F-matrix under an elliptical population. The normalizing transformations for the determinant and latent roots are given and a numerical example shows its usefulness for the multivariate t-population.
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Hotelling's T-square
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determinant
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latent roots
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latent vectors
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trace
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multivariate F-matrix
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elliptical population
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normalizing transformations
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multivariate t-population
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