Exact distributional computations for Roy's statistic and the largest eigenvalue of a Wishart distribution (Q692963)

From MaRDI portal





scientific article; zbMATH DE number 6113566
Language Label Description Also known as
default for all languages
No label defined
    English
    Exact distributional computations for Roy's statistic and the largest eigenvalue of a Wishart distribution
    scientific article; zbMATH DE number 6113566

      Statements

      Exact distributional computations for Roy's statistic and the largest eigenvalue of a Wishart distribution (English)
      0 references
      0 references
      6 December 2012
      0 references
      Roy's test
      0 references
      largest eigenvalue of a Wishart
      0 references
      \(_2 F_1\) and \(_1 F_1\) hypergeometric functions
      0 references
      convergence acceleration
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references