Tables for the extreme roots of the wishart matrix

DOI10.1080/00949657308810035zbMATH Open0283.62102OpenAlexW2014249139MaRDI QIDQ4769867FDOQ4769867

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

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

Cited In (4)

• 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
• A Selection Procedure for the Number of Signals in Presence of Colored Noise
• Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution

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