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

DOI10.1016/0047-259X(71)90005-4zbMATH Open0224.62021MaRDI QIDQ5630487FDOQ5630487

Authors: 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)

Cites Work

• Title not available (Why is that?)
• Random Matrices in Physics
• On the distribution of the roots of certain symmetric matrices
• On the statistical properties of the level-spacings in nuclear spectra
• On the Marginal Distributions of the Latent Roots of the Multivariate Beta Matrix
• Title not available (Why is that?)
• Power comparisons of tests of two multivariate hypotheses based on individual characteristic roots
• On the exact distributions of the extreme roots of the Wishart and MANOVA matrices

Cited In (8)

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

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