Computation of the null distribution of the largest or smallest latent roots of a beta matrix

DOI10.1016/0047-259X(73)90016-XMaRDI QIDQ2557530zbMATH OpenOpenAlexFDO

Authors William N. Venables

Publication date 1973

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

Full work available at URL https://doi.org/10.1016/0047-259x(73)90016-x

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Cites work

• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• ON THE DISTRIBUTION OF THE EXTREME STUDENTIZED DEVIATE FROM THE SAMPLE MEAN
• On the Distribution of the Largest Root of a Matrix in Multivariate Analysis
• On the distribution of the largest characteristic root of a matrix in multivariate analysis
• On the exact finite series distribution of the smallest or the largest root of matrices in three situations
• Percentage points of the joint distribution of the extreme roots of the random matrix S₁(S₁+S₂)⁻¹
• Some Non-Central Distribution Problems in Multivariate Analysis
• The Distribution of Hotelling's Generalised $T_0^2$
• The non-central chi-squared and beta distributions
• Upper percentage points of the largest root of a matrix in multivariate analysis

Cited in

(2)

• Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method
• Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution

This page was built for publication: Computation of the null distribution of the largest or smallest latent roots of a beta matrix

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2557530)