On the distribution of the maximum latent root of a positive definite symmetric random matrix
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Publication:2527884
DOI10.1007/BF02911665zbMath0158.37903MaRDI QIDQ2527884
Publication date: 1967
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
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Cites Work
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- Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
- Some Non-Central Distribution Problems in Multivariate Analysis
