Some Distribution Problems Connected with the Characteristic Roots of $S_1S^{-1}_2$
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Publication:5560747
DOI10.1214/aoms/1177698893zbMath0173.20603OpenAlexW2046061431MaRDI QIDQ5560747
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/1177698893
Related Items (21)
Testing proportionality of two large-dimensional covariance matrices ⋮ Testing optimality of experimental designs for a regression model with random variables ⋮ DISTRIBUTION OF THE LARGEST EIGENVALUE OF AN ELLIPTICAL WISHART MATRIX AND ITS SIMULATION ⋮ Influence functions of two families of robust estimators under proportional scatter matrices ⋮ Application of multiple comparison type procedures to the eigenvalues of §-11:§2: ⋮ Asymptotic expansions for the joint and marginal distributions of the latent roots of \(S_1S^{-1}_2\) ⋮ High-dimensional testing for proportional covariance matrices ⋮ Testing proportionality of two high-dimensional covariance matrices ⋮ Power comparisons of two-sided tests of equality of two covariance matrices based on six criteria ⋮ Robust plug-in estimators in proportional scatter models. ⋮ Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method ⋮ On generalized Wishart distributions. I: Likelihood ratio test for homogeneity of covariance matrices ⋮ Unnamed Item ⋮ The Moment Generating Function of Pillai’s Criterion Concerning Three Hypotheses Under Violations in the Complex case ⋮ Densities of the extreme eigenvalues of Beta–MANOVA matrices ⋮ 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 ⋮ On the moments of elementary symmetric functions of the roots of two matrices ⋮ Simultaneous tests for equality of latent roots against certain alternatives. I ⋮ Screening among multivariate normal data ⋮ Proportionality of k covariance matrices
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