Procedures to generate random matrices with noncentral distributions

DOI10.1080/03610927408827169zbMATH Open0286.62034OpenAlexW2037844529MaRDI QIDQ4773159FDOQ4773159

Authors: Dallas E. Johnson, Victor Hegemann 

Publication date: 1974

Published in: Communications in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610927408827169

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Random number generation in numerical analysis (65C10)

Cited In (3)

• Generation of Continuous Multivariate Distributions for Statistical Applications
• Direct methods for generating extreme characteristic roots of certain random matrices
• The distribution of the ratio of independent central wishart determinants

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