On the Distribution of the Largest Latent Root of the Covariance Matrix
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Publication:5543906
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- Invariant Polynomials and Related Tests
- The holonomic gradient method for the distribution function of the largest root of a Wishart matrix
- On a statistic useful in dimensionality reduction in multivariable linear stochastic system
- On the distribution of the latent roots of a positive definite random symmetric matrix. I
- Algorithm for the product of Jack polynomials and its application to the sphericity test
- Asymptotic expansion for the distribution of a function of latent roots of the covariance matrix
- scientific article; zbMATH DE number 7387522 (Why is no real title available?)
- Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix
- On the exact distribution of the smallest root of the Wishart matrix using zonal polynomials
- Non-central distributions of the largest latent roots of three matrices in multivariate analysis
- Expressing the largest eigenvalue of a singular beta F-matrix with heterogeneous hypergeometric functions
- Distribution approximation of covariance matrix eigenvalues
- Generalized heterogeneous hypergeometric functions and the distribution of the largest eigenvalue of an elliptical Wishart matrix
- On the distribution of the function of the F-matrix under an elliptical population
- Numerical computation for the exact distribution of Roy's largest root statistic under linear alternative
- Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
- Improved approximations to distributions of the largest and the smallest latent roots of a Wishart matrix
- Laplace approximations for hypergeometric functions with matrix argument
- Distribution of the largest eigenvalue of an elliptical Wishart matrix and its simulation
- Tracking signal subspace invariance for blind separation and classification of nonorthogonal sources in correlated noise
- Asymptotic behavior of the distributions of eigenvalues for beta-Wishart ensemble under the dispersed population eigenvalues
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