Matrix-variate distribution theory under elliptical models-4: joint distribution of latent roots of covariance matrix and the largest and smallest latent roots (Q5964285)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6546988
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Matrix-variate distribution theory under elliptical models-4: joint distribution of latent roots of covariance matrix and the largest and smallest latent roots |
scientific article; zbMATH DE number 6546988 |
Statements
Matrix-variate distribution theory under elliptical models-4: joint distribution of latent roots of covariance matrix and the largest and smallest latent roots (English)
0 references
29 February 2016
0 references
likelihood ratio statistics
0 references
elliptical models
0 references
sample covariance matrix
0 references
latent roots
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.88514996
0 references
0.8664295
0 references
0.8614756
0 references
0.85825205
0 references
0.8566903
0 references
0.85556424
0 references
0.8549012
0 references
The object of this paper is a generalization of the classical work on distributions of the latent roots of a sample covariance matrix under the case of elliptical models. The author derives the distributions of the largest and smallest latent roots from a sample covariance matrix under an elliptical model.NEWLINENEWLINEIn the same time he also ``corrects some erroneous results concerning zonal polynomials present in the literature''.
0 references
