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

DOI10.1007/BF02479213MaRDI QIDQ2561076zbMATH OpenFDO

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

Publication date 1971

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

Full work available at URL https://doi.org/10.1007/BF02479213

Mathematics Subject Classification ID

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

Cites work

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

Cited in

(2)

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

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

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2561076)