Distributions of the largest latent root of the multivariate complex Gaussian distribution

DOI10.1007/BF02479740zbMath0327.62034OpenAlexW2037738514MaRDI QIDQ1226359

K. Appert

Publication date: 1972

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02479740

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

Related Items

Unnamed Item, On a statistic useful in dimensionality reduction in multivariable linear stochastic system, Roy's largest root under rank-one perturbations: the complex valued case and applications, Asymptotic expansions of the non-central distribution of milks1 statistic in the complex gaussian case, Some distributions of the latent roots of a complex Wishart matrix variate, Partial differential equations for hypergeometric functions of complex argument matrices and their applications

Cites Work

• Unnamed Item
• On the distribution of the latent roots of a positive definite random symmetric matrix. I
• Non-central distributions of ith largest characteristic roots of three matrices concerning complex multivariate normal populations
• The multivariate distribution of complex normal variables
• Distribution of the Largest or the Smallest Characteristic Root Under Null Hypothesis Concerning Complex Multivariate Normal Populations
• Distribution of the Largest Latent Root and the Smallest Latent Root of the Generalized $B$ Statistic and $F$ Statistic in Multivariate Analysis
• Asymptotic Distributions of Some Multivariate Tests
• APPROXIMATION FOR THE DISTRIBUTION OF THE LARGEST LATENT ROOT OF A WISHART MATRIX*^,1
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)