On the Marginal Distributions of the Latent Roots of the Multivariate Beta Matrix
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Publication:5666010
DOI10.1214/aoms/1177692399zbMath0252.62028OpenAlexW1972308635MaRDI QIDQ5666010
Publication date: 1972
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177692399
Related Items (8)
Exact joint distributions of any few ordered roots of a class of random matrices ⋮ Computable structural formulas for the distribution of the \(\beta\)-Jacobi edge eigenvalues ⋮ The importance of the Selberg integral ⋮ A Fuchsian matrix differential equation for Selberg correlation integrals ⋮ Approximate null distribution of the largest root in multivariate analysis ⋮ 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 ⋮ The connection problem associated with a Selberg type integral and the q-Racah polynomials
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