Some Non-Central Distribution Problems in Multivariate Analysis

Cited in

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Singular values for products of two coupled random matrices: hard edge phase transition
Invariant Polynomials and Related Tests
Integrals over Grassmannians and random permutations.
Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models
Noncentral elliptical configuration density
Power comparisons of tests of two multivariate hypotheses based on individual characteristic roots
The exact non-central distribution of the generalized variance
Comparison of powers of a class of tests for multivariate linear hypothesis and independence
Eigenfunctions of expected value operators in the Wishart distribution. II
The holonomic gradient method for the distribution function of the largest root of a Wishart matrix
Lower bounds for the distributions of certain multivariate test statistics
The Laplace transform \((\det s)^{-p} \exp \operatorname{tr}(s^{-1}w)\) and the existence of non-central Wishart distributions
On non-null distributions connected with testing that a real normal distribution is complex
Some new results on the eigenvalues of complex non-central Wishart matrices with a rank-1 mean
The importance of the Selberg integral
Distribution of the product of determinants of noncentral bimatrix beta variates
Matrix-variate Kummer-Beta distribution
Complex random matrices and Rician channel capacity
Some distributions of the latent roots of a complex Wishart matrix variate
Improved Estimation of Generalized Variance and Precision
Asymptotic expansion of the distribution of the generalized variance for noncentral Wishart matrix, when \(\Omega= O(n)\)
Asymptotic expansions for distributions of the large sample matrix resultant and related statistics on the Stiefel manifold
On testing the dimensionality of regression coefficients
Multivariate Meixner classes of invariant distributions
Exact distributional computations for Roy's statistic and the largest eigenvalue of a Wishart distribution
On the distribution of the largest eigenvalue in principal components analysis
Multitude of multivariatet-distributions
On the distribution of a quadratic form in a multivariate normal sample
On some distribution problems in Manova and discriminant analysis
The expected values of invariant polynomials with matrix argument of elliptical distributions
Hermite and Laguerre polynomials with complex matrix arguments
Asymptotic formulas for the distributions of the determinant and the trace of a noncentral beta matrix
Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
The Horn problem for real symmetric and quaternionic self-dual matrices
Some distribution theory relating to confidence regions in multivariate calibration
Laplace approximations to hypergeometric functions of two matrix arguments
An identity involving partitional generalized binomial coefficients
Complex bimatrix variate generalised beta distributions
Differential operators associated with zonal polynomials. I
MOPS: multivariate orthogonal polynomials (symbolically)
Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory
Canonical ridge and econometrics of joint production
Distribution and characteristic functions for correlated complex Wishart matrices
An identity involving invariant polynomials of matrix arguments
Distributions of orientations on Stiefel manifolds
The matrix angular central Gaussian distribution
Limit theorems for beta-Jacobi ensembles
Non-null distributions of the likelihood ratio criteria for independence and equality of mean vectors and covariance matrices
Expressions for some hypergeometric functions of matrix argument with applications
Storage capacity of a dam with gamma type inputs
On the exact distribution of the smallest root of the Wishart matrix using zonal polynomials
Some properties of invariant polynomials with matrix arguments and their applications in econometrics
Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matrices
Spherical functions on the Grassmann manifold and generalized Jacobi polynomials. 2
The expected values of zonal polynomials of elliptically contoured distributions
On the construction of a class of invariant polynomials in several matrices, extending the zonal polynomials
Characterizing priors by posterior expectations in multivariate analysis
Some combinatorial properties of Jack symmetric functions
Jeffreys prior analysis of the simultaneous equations model in the case with \(n+1\) endogenous variables.
Zonal polynomials: an alternative approach
Extensions of Wilks' integral equations and distributions of test statistics
Extended matrix variate gamma and beta functions
The expected value of zonal polynomials
Inference in canonical correlation analysis
Singular matrix variate beta distribution
Random matrix theory and its applications
Holonomic systems of Gegenbauer type polynomials of matrix arguments related with Siegel modular forms
A variance formula related to a quantum conductance problem
High dimensional limit theorems and matrix decompositions on the Stiefel manifold
Doubly noncentral singular matrix variate beta distributions
Bessel convolutions on matrix cones: Algebraic properties and random walks
On Inverted Matrix Variate Gamma Distribution
Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence
Laplace approximations for hypergeometric functions with matrix argument
On Riesz distribution
Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles
Generalized noncentral Hermite and Laguerre polynomials in multiple matrices
Some asymptotic results in the multivariate lognormal estimation theory
Some comments on zonal polynomials and their expected values with respect to elliptical distributions
On generalized Wishart distributions. I: Likelihood ratio test for homogeneity of covariance matrices
Approximate null distribution of the largest root in multivariate analysis
Appell's and Humbert's functions of matrix arguments
Asymptotic behavior of the distributions of eigenvalues for beta-Wishart ensemble under the dispersed population eigenvalues
Note on the asymptotic distributions of the functions of a multivariate quadratic form in normal sample
Asymptotic solutions of the hypergeometric function \(_1F_1\) of matrix argument, useful in multivariate analysis
Estimation of matrix valued realized signal to noise ratio
UMVU estimation of the ratio of powers of normal generalized variances under correlation
Simultaneous tests for equality of latent roots against certain alternatives. II
Matrix variate Pareto distribution of the second kind
scientific article; zbMATH DE number 3366359 (Why is no real title available?)
A bimatrix variate gamma distribution
On the exact non-null distribution of Wilks' L(VC) criterion and power studies
Properties of matrix variate confluent hypergeometric function distribution
Quadratic forms of a matric-t variate
Comparing the exact distribution of the t-statistic to student's distribution when its constituent normal and chi-squared variables are dependent
Testing optimality of experimental designs for a regression model with random variables
Polynomial Eulerian shape distributions
scientific article; zbMATH DE number 7387526 (Why is no real title available?)
Concentrated matrix Langevin distributions
Properties of matrix variate beta type 3 distribution

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