On the distributions of the ratios of the extreme roots to the trace of the Wishart matrix

DOI10.1016/0047-259X(73)90033-XzbMath0286.62031MaRDI QIDQ1845591

Yanyan Li

Publication date: 1973

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

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

Related Items (17)

On the root mean square quantitative chirality and quantitative symmetry measures ⋮ Hypothesis testing for components of the shifted multiplicative model for a nonadditive two-way table ⋮ Unnamed Item ⋮ A note on the critical values used in stepwise tests for multiplicative components of interaction ⋮ On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix ⋮ Invariant scale matrix hypothesis tests under elliptical symmetry ⋮ Inference on covariance matrices under rank restrictions ⋮ Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix ⋮ On the Distribution of a Scaled Condition Number ⋮ On testing for clusters using the sample covariance ⋮ On the evaluation of some distributions that arise in simultaneous tests for the equality of the latent roots of the covariance matrix ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution ⋮ The distribution of the ratios of characteristic roots (condition numbers) and their applications in principal component or ridge regression ⋮ Direct methods for generating extreme characteristic roots of certain random matrices ⋮ Tail probabilities of the maxima of multilinear forms and their applications. ⋮ An approach to defining the pattern of interaction effects in a two-way layout ⋮ Recursion scheme for the largest $\beta$ -Wishart–Laguerre eigenvalue and Landauer conductance in quantum transport

Cites Work

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• Unnamed Item
• On the ratios of the individual latent roots to the trace of a Wishart matrix
• Simultaneous tests for equality of latent roots against certain alternatives. I
• A New Analysis of Variance Model for Non-Additive Data
• On the exact distributions of the extreme roots of the Wishart and MANOVA matrices
• Multiplicative effects in two‐way analysis of variance
• An Analysis of a Two-Way Model with Interaction and No Replication

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