On the exact distribution of the smallest root of the Wishart matrix using zonal polynomials

DOI10.1007/BF02479230zbMath0276.62053OpenAlexW1998654435MaRDI QIDQ1393795

D. Massart

Publication date: 1971

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

Full work available at URL: https://doi.org/10.1007/bf02479230

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15)

Related Items

MOPS: multivariate orthogonal polynomials (symbolically), The distribution and moments of the smallest eigenvalue of a random matrix of Wishart type, Derivative moments for characteristic polynomials from the CUE, On the singular values of Gaussian random matrices, Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution, On the exact finite series distribution of the smallest or the largest root of matrices in three situations, Direct methods for generating extreme characteristic roots of certain random matrices, On the condition number of the critically-scaled Laguerre unitary ensemble

Cites Work

• On the Distribution of the Largest Latent Root of the Covariance Matrix
• On the exact distributions of the extreme roots of the Wishart and MANOVA matrices
• Some Non-Central Distribution Problems in Multivariate Analysis
• Distribution of a Root of a Determinantal Equation
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