An approximation to the distribution of the largest root of a matrix in the complex Gaussian case

zbMath0379.62040MaRDI QIDQ1247138

K. C. S. Pillai, Gary M. Jouris

Publication date: 1972

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

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Related Items (1)

Some recent developments on complex multivariate distributions

This page was built for publication: An approximation to the distribution of the largest root of a matrix in the complex Gaussian case