A System of Linear Differential Equations for the Distribution of Hotelling's Generalized T_o^2

DOI10.1214/AOMS/1177698313MaRDI QIDQ5672002zbMATH OpenOpenAlexFDO

Authors A. W. Davis

Publication date 1968

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

Full work available at URL https://doi.org/10.1214/aoms/1177698313

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Ordinary differential equations in the complex domain (34M99)

Cited in

(13)

• Invariant Polynomials and Related Tests
• Further applications of a differential equation for Hotelling's generalized \(\mathbb{T}^2_\circ\)
• On the exact distribution of Hotelling's generalized \(T_ 0^ 2\)
• On the derivation of the asymptotic distribution of the generalized Hotelling's \(T^2_0\)
• Differential recurrences for the distribution of the trace of the \(\beta\)-Jacobi ensemble
• Joint moments of a characteristic polynomial and its derivative for the circular \(\beta \)-ensemble
• On the distributions of the latent roots and traces of certain random matrices
• Distributions of Lawley-Hotelling'sT₀²and Related Statistics: A Review
• Further tabulation of Hotelling's generalized
• How to compare small multivariate samples using nonparametric tests
• An everywhere convergent series representation of the distribution of Hotelling's generalized \(T^ 2_ 0\)
• On the distribution of the function of the F-matrix under an elliptical population
• Asymptotic distribution of a generalized Hotelling's T//\(0^ 2\) in the doubly noncentral case

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