A System of Linear Differential Equations for the Distribution of Hotelling's Generalized T_o^2
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Publication:5672002
DOI10.1214/AOMS/1177698313zbMATH Open0257.62033OpenAlexW1990114898MaRDI QIDQ5672002FDOQ5672002
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
Multivariate distribution of statistics (62H10) Ordinary differential equations in the complex domain (34M99)
Cited In (13)
- 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
- On the derivation of the asymptotic distribution of the generalized Hotelling's \(T^2_0\)
- Distributions of Lawley-Hotelling'sT02and Related Statistics: A Review
- Differential recurrences for the distribution of the trace of the \(\beta\)-Jacobi ensemble
- 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 \(T_ 0^ 2\)
- Joint moments of a characteristic polynomial and its derivative for the circular \(\beta \)-ensemble
- Further tabulation of Hotelling's generalized
- How to compare small multivariate samples using nonparametric tests
- Asymptotic distribution of a generalized Hotelling's T//\(0^ 2\) in the doubly noncentral case
- On the distributions of the latent roots and traces of certain random matrices
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