Asymptotic formulas for the distributions of the determinant and the trace of a noncentral beta matrix

DOI10.1016/0047-259X(72)90028-0MaRDI QIDQ758830zbMATH OpenFDO

Authors Yasunori Fujikoshi

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)90028-0

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Cites work

• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA
• Asymptotic Distributions of Some Multivariate Tests
• Asymptotic expansion of the distribution of the generalized variance for noncentral Wishart matrix, when \(\Omega= O(n)\)
• Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence
• Bessel functions of matrix argument
• CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
• Distribution of the Sum of Roots of a Determinantal Equation under a Certain Condition
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• scientific article; zbMATH DE number 3331305 (Why is no real title available?)
• scientific article; zbMATH DE number 3374816 (Why is no real title available?)
• scientific article; zbMATH DE number 3390166 (Why is no real title available?)
• On the distribution of the likelihood ratio criterion for testing linear hypotheses on regression coefficients
• On the exact distribution of Wilks's criterion
• On the Exact Distributions of the Likelihood Ratio Criteria for Testing Linear Hypotheses About Regression Coefficients
• On the Non-Central Distributions of Two Test Criteria in Multivariate Analysis of Variance
• On the Null Distribution of the Sum of the Roots of a Multivariate Beta Distribution
• Some New Test Criteria in Multivariate Analysis
• Some Non-Central Distribution Problems in Multivariate Analysis
• The Non-Central Wishart Distribution and Certain Problems of Multivariate Statistics

Cited in

(2)

• Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
• Exact distributions of two non-central generalized Wilks's statistics

This page was built for publication: Asymptotic formulas for the distributions of the determinant and the trace of a noncentral beta matrix

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q758830)