Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution

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A GENERALIZATION OF FISHER'S z TEST
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Decomposition of the Multivariate Beta Distribution with Applications
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The Non-Central Wishart Distribution and Certain Problems of Multivariate Statistics
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Distribution of the Sum of Roots of a Determinantal Equation under a Certain Condition
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Central and noncentral distributions of Wilks' statistic in MANOVA as mixtures of incomplete beta functions
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THE SAMPLING DISTRIBUTION OF SOME STATISTICS OBTAINED FROM NON‐LINEAR EQUATIONS
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Asymptotic expansions for the joint and marginal distributions of the latent roots of the covariance matrix
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The Distribution of the Generalized Variance
Asymptotic Expansions for Distributions of the Roots of Two Matrices from Classical and Complex Gaussian Populations
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The non-central Wishart distribution
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Simultaneous tests for equality of latent roots against certain alternatives. I
On a Property of a Test for the Equality of Two Normal Dispersion Matrices Against One-sided Alternatives
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The distribution of the characteristic roots of $S_1S^{-1}_2$ under violations
On the monotonicity of the power functions of tests based on traces of multivariate beta matrices
Estimation of dispersion parameters
Note on Some Formulas for Weighted Sums of Zonal Polynomials
On the Monotonic Character of the Power Functions of Two Multivariate Tests
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A note on the union-intersection character of some MANOVA procedures
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Tables for the extreme roots of the wishart matrix
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Joint Distribution of the Extreme Roots of a Covariance Matrix
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Exact joint distributions of any few ordered roots of a class of random matrices
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A few remarks about some recent articles on the exact distributions of multivariate test criteria. I
On the Moments of Elementary Symmetric Functions of the Roots of Two Matrices and Approximations to a Distribution
Some Results on the Distribution of Two Random Matrices Used in Classification Procedures
Asymptotic formulas for the distributions of two trace statistics for testing the independence under fixed alternative
On the Distribution of two Random Matrices used in Classification Procedures
Upper percentage points of the smallest root of the MANOVA matrix
Asymptotic formulae for the distributions of some criteria for tests of equality of covariance matrices
Some Bounds on the Distribution Functions of the Largest and Smallest Roots of Normal Determinantal Equations
Distribution of the Likelihood Ratio for Testing Multivariate Linear Hypotheses
Power of the likelihood-ratio test of the general linear hypothesis in multivariate analysis
A NOTE ON CONFIDENCE BOUNDS FOR CERTAIN RATIOS OF CHARACTERISTIC ROOTS OF COVARIANCE MATRICES
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An approximation to the C. D. F. of the largest root of a covariance matrix

Cited In (7)

An everywhere convergent series representation of the distribution of Hotelling's generalized $T^ 2_ 0$
Second-order properties of a two-stage fixed-size confidence region for the mean vector of a multivariate normal distribution
Invariant Polynomials and Related Tests
Testing sphericity using small samples
Simplicial variances, potentials and Mahalanobis distances
Testing a covariance matrix: exact null distribution of its likelihood criterion
Generalized Hypergeometric Functions and Exact Distributions of Test Statistics

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