A System of Linear Differential Equations for the Distribution of Hotelling's Generalized $T_o^2$
From MaRDI portal
Publication:5672002
DOI10.1214/aoms/1177698313zbMath0257.62033OpenAlexW1990114898MaRDI QIDQ5672002
Publication date: 1968
Published in: The 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)
Related Items (13)
Joint moments of a characteristic polynomial and its derivative for the circular \(\beta \)-ensemble ⋮ Differential recurrences for the distribution of the trace of the \(\beta\)-Jacobi ensemble ⋮ 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 ⋮ On the derivation of the asymptotic distribution of the generalized Hotelling's \(T^2_0\) ⋮ Distributions of Lawley-Hotelling'sT02and Related Statistics: A Review ⋮ Invariant Polynomials and Related Tests ⋮ How to compare small multivariate samples using nonparametric tests ⋮ On the exact distribution of Hotelling's generalized \(T_ 0^ 2\) ⋮ Further applications of a differential equation for Hotelling's generalized \(\mathbb{T}^2_\circ\) ⋮ Further tabulation of Hotelling's generalized ⋮ On the distributions of the latent roots and traces of certain random matrices
This page was built for publication: A System of Linear Differential Equations for the Distribution of Hotelling's Generalized $T_o^2$
