Random Orthogonal Transformations and their use in Some Classical Distribution Problems in Multivariate Analysis

DOI10.1214/AOMS/1177706969zbMATH Open0080.35601OpenAlexW2026724057MaRDI QIDQ3248359FDOQ3248359

Authors: Robert A. Wijsman 

Publication date: 1957

Published in: Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177706969

zbMATH Keywords

Statistics

Cited In (12)

• Generation of multivariate normal samples with given sample mean and covariance matrix
• A note on the non-null distribution of the Wilks statistic in MANOVA
• A multivariate adaptive control chart for simultaneously monitoring of the process parameters
• Effect of non-centrality on the Bartlett decomposition of a Wishart matrix
• Minimax invariant prediction regions
• Sharp total variation bounds for finitely exchangeable arrays
• The asymptotic expansion of the Stein estimators for the vector case
• A Generalization of Hotelling'sT²
• Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
• On the Gaussian representation of the Riesz probability distribution on symmetric matrices
• On a stochastic inequality for the Wilks statistic
• Variable sampling interval EWMA chart for multivariate coefficient of variation

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