On the Distribution of the Largest Root of a Matrix in Multivariate Analysis

DOI10.1214/AOMS/1177698984MaRDI QIDQ5557581zbMATH OpenOpenAlexFDO

Authors K. C. S. Pillai

Publication date 1967

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177698984

zbMATH Keywords

statistics

Cited in

(6)

• Non-central distributions of the largest latent roots of three matrices in multivariate analysis
• Computation of the null distribution of the largest or smallest latent roots of a beta matrix
• Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
• Direct methods for generating extreme characteristic roots of certain random matrices
• On the exact distributions of the extreme roots of the Wishart and MANOVA matrices
• On the exact finite series distribution of the smallest or the largest root of matrices in three situations

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