Some Results on the Non-Central Multivariate Beta Distribution and Moments of Traces of Two Matrices

DOI10.1214/AOMS/1177699910MaRDI QIDQ5343953zbMATH OpenOpenAlexFDO

Authors K. C. S. Pillai, Chinubal G. Khatri

Publication date 1965

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177699910

zbMATH Keywords

statistics

Cited in

(8)

• Practical methods for computing power in testing the multivariate general linear hypothesis
• Uniform distribution on a Stiefel manifold
• On the moments of traces of two matrices in multivariate analysis
• On the moments of elementary symmetric functions of the roots of two matrices
• Multi-variate stochastic volatility modelling using Wishart autoregressive processes
• Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
• The Moment Generating Function of Pillai’s Criterion Concerning Three Hypotheses Under Violations in the Complex case
• DDAC-SpAM: A Distributed Algorithm for Fitting High-dimensional Sparse Additive Models with Feature Division and Decorrelation

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