On the distributions of the latent roots and traces of certain random matrices
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Publication:2559227
DOI10.1016/0047-259X(72)90026-7zbMath0257.62032MaRDI QIDQ2559227
Publication date: 1972
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Multivariate distribution of statistics (62H10) Ordinary differential equations in the complex domain (34M99)
Related Items
Exact percentage points of the dsitribtuion of the race of a multivariate beta matrix ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution ⋮ On the ratios of the individual latent roots to the trace of a Wishart matrix ⋮ Direct methods for generating extreme characteristic roots of certain random matrices
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