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

DOI10.1093/BIOMET/61.3.641MaRDI QIDQ4044003zbMATH OpenOpenAlexFDO

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)

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

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