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

DOI10.1016/0047-259X(72)90037-1zbMATH Open0252.62029OpenAlexW2058898235MaRDI QIDQ2557529FDOQ2557529

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

• Title not available (Why is that?)
• On the Null Distribution of the Sum of the Roots of a Multivariate Beta Distribution
• Title not available (Why is that?)
• Simultaneous tests for equality of latent roots against certain alternatives. I
• Exact joint distributions of any few ordered roots of a class of random matrices
• On the distributions of the latent roots and traces of certain random matrices

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

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