Matrix-variate distribution theory under elliptical models-4: joint distribution of latent roots of covariance matrix and the largest and smallest latent roots (Q5964285)

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. In the same time he also ``corrects some erroneous results concerning zonal polynomials present in the literature''.