On the ratios of the individual latent roots to the trace of a Wishart matrix

DOI10.1016/0047-259X(72)90037-1MaRDI QIDQ2557529zbMATH OpenOpenAlexFDO

Authors A. W. Davis

Publication date 1972

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

Full work available at URL https://doi.org/10.1016/0047-259x(72)90037-1

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 3347494 (Why is no real title available?)
• scientific article; zbMATH DE number 3069574 (Why is no real title available?)
• Exact joint distributions of any few ordered roots of a class of random matrices
• On the Null Distribution of the Sum of the Roots of a Multivariate Beta Distribution
• On the distributions of the latent roots and traces of certain random matrices
• Simultaneous tests for equality of latent roots against certain alternatives. I

Cited in

(14)

• Recursion scheme for the largest $\beta$ -Wishart–Laguerre eigenvalue and Landauer conductance in quantum transport
• On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix
• Tail probabilities of the maxima of multilinear forms and their applications.
• Asymptotic expansion for the distribution of a function of latent roots of the covariance matrix
• The difference between two random mixed quantum states: exact and asymptotic spectral analysis
• Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix
• On the evaluation of some distributions that arise in simultaneous tests for the equality of the latent roots of the covariance matrix
• On the Distribution of a Scaled Condition Number
• Direct methods for generating extreme characteristic roots of certain random matrices
• Inference on covariance matrices under rank restrictions
• Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
• Asymptotic expansions for the distributions of statistics based on a correlation matrix
• On the distributions of the ratios of the extreme roots to the trace of the Wishart matrix
• Selection of components in principal component analysis: A comparison of methods

This page was built for publication: On the ratios of the individual latent roots to the trace of a Wishart matrix

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2557529)