Exact joint distributions of any few ordered roots of a class of random matrices

DOI10.1016/0047-259X(71)90005-4zbMath0224.62021MaRDI QIDQ5630487

P. R. Krishnaiah, V. B. Waikar

Publication date: 1971

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

random matricesexact distributionsfew ordered roots

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Related Items (8)

Antieigenvalues and antieigenvectors in statistics. ⋮ A Selection Procedure for the Number of Signals in Presence of Colored Noise ⋮ On the evaluation of some distributions that arise in simultaneous tests for the equality of the latent roots of the covariance matrix ⋮ Asymptotic distributions of the latent roots of the covariance matrix with multiple population roots ⋮ Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution ⋮ On the ratios of the individual latent roots to the trace of a Wishart matrix ⋮ On the distributions of the latent roots and traces of certain random matrices

Cites Work

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• On the distribution of the roots of certain symmetric matrices
• Power comparisons of tests of two multivariate hypotheses based on individual characteristic roots
• On the statistical properties of the level-spacings in nuclear spectra
• Random Matrices in Physics
• On the exact distributions of the extreme roots of the Wishart and MANOVA matrices
• On the Marginal Distributions of the Latent Roots of the Multivariate Beta Matrix

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