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

DOI10.1080/00949657308810031MaRDI QIDQ4768522zbMATH OpenOpenAlexFDO

Authors F. J. Schuurmann, V. B. Waikar, 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

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

Cites work

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

Cited in

(3)

• 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
• Power comparisons of two-sided tests of equality of two covariance matrices based on six criteria

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