On the exact finite series distribution of the smallest or the largest root of matrices in three situations

DOI10.1016/0047-259X(72)90027-9MaRDI QIDQ758829zbMATH OpenOpenAlexFDO

Authors Chinubal G. Khatri

Publication date 1972

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259x(72)90027-9

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20) Analysis of variance and covariance (ANOVA) (62J10)

Cites work

• Distribution of the Largest Latent Root and the Smallest Latent Root of the Generalized B Statistic and F Statistic in Multivariate Analysis
• On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors
• On the Distribution of the Largest Latent Root and the Corresponding Latent Vector for Principal Component Analysis
• ON THE DISTRIBUTION OF THE LARGEST OR THE SMALLEST ROOT OF A MATRIX IN MULTIVARIATE ANALYSIS
• On the Distribution of the Largest Root of a Matrix in Multivariate Analysis
• On the exact distribution of the smallest root of the Wishart matrix using zonal polynomials
• Power comparisons of tests of two multivariate hypotheses based on individual characteristic roots
• Some Distribution Problems Connected with the Characteristic Roots of $S_1S^{-1}_2$
• The Distribution of Hotelling's Generalised T₀²

Cited in

(18)

• Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence
• Testing optimality of experimental designs for a regression model with random variables
• Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method
• Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix
• A general inverse matrix series relation and associated polynomials. II
• A general matrix series inversion pair and associated polynomials
• Matrix variate distribution theory under elliptical models -- V: the non-central Wishart and inverted Wishart distributions
• Computation of the null distribution of the largest or smallest latent roots of a beta matrix
• On Comparisons of Exact Powers of Bivariate GMANOVA Tests
• Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
• Distribution of the largest eigenvalue of an elliptical Wishart matrix and its simulation
• scientific article; zbMATH DE number 7387522 (Why is no real title available?)
• Generalized heterogeneous hypergeometric functions and the distribution of the largest eigenvalue of an elliptical Wishart matrix
• Generalized Mittag-Leffler matrix function and associated matrix polynomials
• Matrix-variate distribution theory under elliptical models-4: joint distribution of latent roots of covariance matrix and the largest and smallest latent roots
• Asymptotic behavior of the distributions of eigenvalues for beta-Wishart ensemble under the dispersed population eigenvalues
• Expressing the largest eigenvalue of a singular beta F-matrix with heterogeneous hypergeometric functions
• A general matrix q-inversion pair and associated polynomials-I

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