Bounds for the distribution functions of the extreme latent roots of a sample covariance matrix

DOI10.1093/BIOMET/61.3.641zbMATH Open0292.62039OpenAlexW2169723038MaRDI QIDQ4044003FDOQ4044003

Authors: Robb J. Muirhead 

Publication date: 1974

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/61.3.641

Mathematics Subject Classification ID

Bayesian inference (62F15) Multivariate distribution of statistics (62H10) Statistical tables (62Q05)

Cited In (2)

• Approximations for the distributions of the extreme latent roots of three matrices
• Expressions for some hypergeometric functions of matrix argument with applications

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