The distribution of the ratio of independent central wishart determinants

DOI10.1080/03610928808829797MaRDI QIDQ3473226zbMATH OpenOpenAlexFDO

Authors Chyi Hung Hsu, Martin S. Levy, James W. Neill

Publication date 1988

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928808829797

zbMATH Keywords

approximationgeneralized variancesmultivariate statisticsWishart distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Asymptotic distribution theory in statistics (62E20) Multivariate distribution of statistics (62H10)

Recommendations

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• Approximate eigenvalue distribution for the ratio of Wishart matrices

Cites work

• Computing the distribution of quadratic forms in normal variables
• Note on the inversion theorem
• On the ratio of generalized variances
• Practical methods for computing power in testing the multivariate general linear hypothesis
• Procedures to generate random matrices with noncentral distributions

Cited in

(2)

• Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method
• scientific article; zbMATH DE number 2057961 (Why is no real title available?)

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