On the Marginal Distributions of the Latent Roots of the Multivariate Beta Matrix

DOI10.1214/AOMS/1177692399zbMATH Open0252.62028OpenAlexW1972308635MaRDI QIDQ5666010FDOQ5666010

Authors: A. W. Davis 

Publication date: 1972

Published in: Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177692399

Mathematics Subject Classification ID

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

Cited In (8)

• The importance of the Selberg integral
• Approximate null distribution of the largest root in multivariate analysis
• Computable structural formulas for the distribution of the \(\beta\)-Jacobi edge eigenvalues
• The connection problem associated with a Selberg type integral and the \(q\)-Racah polynomials
• 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 Fuchsian matrix differential equation for Selberg correlation integrals
• On the distributions of the latent roots and traces of certain random matrices

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