Percentage points of the joint distribution of the extreme roots of the random matrix S1(S1+S2)−1

DOI10.1080/00949657308810031zbMath0282.62090OpenAlexW2050548387MaRDI QIDQ4768522

V. B. Waikar, F. J. Schuurmann, P. R. Krishnaiah

Publication date: 1973

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949657308810031

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Statistical tables (62Q05)

Related Items (3)

Power comparisons of two-sided tests of equality of two covariance matrices based on six criteria ⋮ Lower bounds for the distributions of certain multivariate test statistics ⋮ Computation of the null distribution of the largest or smallest latent roots of a beta matrix

Cites Work

• On the exact distributions of the extreme roots of the Wishart and MANOVA matrices

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