An approximation to the distribution of the largest root of a complex Wishart matrix
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Publication:2561076
DOI10.1007/BF02479213zbMath0262.62025MaRDI QIDQ2561076
Publication date: 1971
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
62H10: Multivariate distribution of statistics
62Q05: Statistical tables
41A30: Approximation by other special function classes
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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)