SIMULATIONS AND DERIVED APPROXIMATIONS FOR THE MEANS AND STANDARD DEVIATIONS OF THE CHARACTERISTIC ROOTS OF A WISHART MATRIX

DOI10.1081/SAC-100107791MaRDI QIDQ4787624zbMATH OpenOpenAlexFDO

Authors Genzhou Liu, Paul L. Cornelius

Publication date 8 January 2003

Published in Communications in Statistics: Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sac-100107791

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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