On the Distribution of the Largest Root of a Matrix in Multivariate Analysis

DOI10.1214/aoms/1177698984zbMath0171.17201OpenAlexW2066339694MaRDI QIDQ5557581

K. C. S. Pillai

Publication date: 1967

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

Full work available at URL: https://doi.org/10.1214/aoms/1177698984

zbMATH Keywords

statistics

Related Items (6)

On the exact distributions of the extreme roots of the Wishart and MANOVA matrices ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution ⋮ On the exact finite series distribution of the smallest or the largest root of matrices in three situations ⋮ Non-central distributions of the largest latent roots of three matrices in multivariate analysis ⋮ Computation of the null distribution of the largest or smallest latent roots of a beta matrix ⋮ Direct methods for generating extreme characteristic roots of certain random matrices

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