Tables for the extreme roots of the wishart matrix

DOI10.1080/00949657308810035MaRDI QIDQ4769867zbMATHOpenAlexFDO

Authors D. S. Clemm, P. R. Krishnaiah, V. B. Waikar

Publication date 1973

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

Full work available at URL https://doi.org/10.1080/00949657308810035

Mathematics Subject Classification ID

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

Cites work

• Joint Distribution of the Extreme Roots of a Covariance Matrix
• On the exact distributions of the extreme roots of the Wishart and MANOVA matrices
• Percentage points of the extreme roots of a Wishart matrix

Cited in

(4)

• A Selection Procedure for the Number of Signals in Presence of Colored Noise
• A selection procedure for estimating the number of signal components
• On the evaluation of some distributions that arise in simultaneous tests for the equality of the latent roots of the covariance matrix
• Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution

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