Some Distribution Problems Connected with the Characteristic Roots of S₁S^{-1}_2

Cited in

(21)

Proportionality of k covariance matrices
Testing optimality of experimental designs for a regression model with random variables
Asymptotic expansions for the joint and marginal distributions of the latent roots of $S_1S^{-1}_2$
Power comparisons of two-sided tests of equality of two covariance matrices based on six criteria
Screening among multivariate normal data
Robust plug-in estimators in proportional scatter models.
Testing proportionality of two large-dimensional covariance matrices
Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method
Testing proportionality of two high-dimensional covariance matrices
On generalized Wishart distributions. I: Likelihood ratio test for homogeneity of covariance matrices
High-dimensional testing for proportional covariance matrices
Non-central distributions of the largest latent roots of three matrices in multivariate analysis
On the moments of elementary symmetric functions of the roots of two matrices
Simultaneous tests for equality of latent roots against certain alternatives. I
Influence functions of two families of robust estimators under proportional scatter matrices
Application of multiple comparison type procedures to the eigenvalues of §^-1₁:§₂:
Distribution of the largest eigenvalue of an elliptical Wishart matrix and its simulation
Densities of the extreme eigenvalues of Beta-MANOVA matrices
scientific article; zbMATH DE number 3366359 (Why is no real title available?)
The Moment Generating Function of Pillai’s Criterion Concerning Three Hypotheses Under Violations in the Complex case
On the exact finite series distribution of the smallest or the largest root of matrices in three situations

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