Tables for the extreme roots of the wishart matrix

DOI10.1080/00949657308810035zbMath0283.62102OpenAlexW2014249139MaRDI QIDQ4769867

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

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

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

Related Items (4)

A Selection Procedure for the Number of Signals in Presence of Colored Noise ⋮ 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 ⋮ A selection procedure for estimating the number of signal components

Cites Work

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

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