On the exact distributions of the extreme roots of the Wishart and MANOVA matrices

DOI10.1016/0047-259X(71)90032-7zbMATH Open0224.62022MaRDI QIDQ5630488FDOQ5630488

Authors:

Publication date: 1971

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

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• scientific article; zbMATH DE number 527317

zbMATH Keywords

Wishart matrixmultivariate analysis of varianceextreme rootsExact distributions

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10)

Cites Work

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• ON THE DISTRIBUTION OF ROOTS OF CERTAIN DETERMINANTAL EQUATIONS
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• Some Results Useful in Multivariate Analysis
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• Theorem Relating the Eigenvalue Density for Random Matrices to the Zeros of the Classical Polynomials
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Cited In (30)

• Exact distributional computations for Roy's statistic and the largest eigenvalue of a Wishart distribution
• Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT
• Percentage points of the joint distribution of the extreme roots of the random matrix S₁(S₁+S₂)⁻¹
• Hoffmann-Jørgensen inequalities for random walks on the cone of positive definite matrices
• On the exact distribution of the smallest root of the Wishart matrix using zonal polynomials
• Numerical computation on distributions of the largest and the smallest latent roots of the Wishart matrix
• Detection of outliers in linear model when the regression parameters are stochastic
• Exact probabilities of obtaining estimated non-positive definite between-group covariance matrices
• Computation of the expected Euler characteristic for the largest eigenvalue of a real non-central Wishart matrix
• Differential relations for the largest root distribution of complex non-central Wishart matrices
• In memoriam: Paruchuri Rama Krishnaiah (1932--1987). A tribute
• Condition numbers of random matrices
• Title not available (Why is that?)
• On the singular values of Gaussian random matrices
• On the evaluation of some distributions that arise in simultaneous tests for the equality of the latent roots of the covariance matrix
• Detection of outliers in signal processing and detection of number of signals in presence of outliers
• Multiple discoveries: distribution of roots of determinantal equations
• Direct methods for generating extreme characteristic roots of certain random matrices
• Tables for the extreme roots of the wishart matrix
• Inference on covariance matrices under rank restrictions
• Title not available (Why is that?)
• Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
• Exact joint distributions of any few ordered roots of a class of random matrices
• A new approximation to the distribution function of the studentized maximum root
• Exact and approximate computation of critical values of the largest root test in high dimension
• On the distributions of the ratios of the extreme roots to the trace of the Wishart matrix
• Detection of outliers in growth curve models
• Minimax and admissible minimax estimators of the mean of a multivariate normal distribution for unknown covariance matrix
• Asymptotic joint distribution of the largest roots of several multivariate F matrices. I: Quasi-independent case
• On the distributions of the latent roots and traces of certain random matrices

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