An approximation to the distribution of the largest root of a complex Wishart matrix

DOI10.1007/BF02479213zbMath0262.62025MaRDI QIDQ2561076

D. L. Young, K. C. S. Pillai

Publication date: 1971

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Statistical tables (62Q05) Approximation by other special function classes (41A30)

Related Items (2)

Moments and cumulants for the complex Wishart ⋮ Some recent developments on complex multivariate distributions

Cites Work

• The multivariate distribution of complex normal variables
• Distribution of the Largest or the Smallest Characteristic Root Under Null Hypothesis Concerning Complex Multivariate Normal Populations
• A Test for Reality of a Covariance Matrix in a Certain Complex Gaussian Distribution
• Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
• Asymptotic properties of spectral estimates of second order
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)

This page was built for publication: An approximation to the distribution of the largest root of a complex Wishart matrix