Some Non-Central Distribution Problems in Multivariate Analysis

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Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence
Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles
Properties of matrix variate beta type 3 distribution
Noncentral elliptical configuration density
Complex bimatrix variate generalised beta distributions
On the exact non-null distribution of Wilks' L(VC) criterion and power studies
Quadratic forms of a matric-t variate
Some properties of invariant polynomials with matrix arguments and their applications in econometrics
Testing optimality of experimental designs for a regression model with random variables
Comparison of powers of a class of tests for multivariate linear hypothesis and independence
Some distribution theory relating to confidence regions in multivariate calibration
On the distribution of the function of the F-matrix under an elliptical population
On testing the dimensionality of regression coefficients
Asymptotic expansions for the joint and marginal distributions of the latent roots of \(S_1S^{-1}_2\)
Asymptotic distributions of the latent roots with multiple population roots in multiple discriminant analysis
Calculation of zonal polynomials of 3 3 positive definite symmetric matrices
Exact robustness studies of the test of independence based on four multivariate criteria and their distribution problems under violations
Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory
Differential operators associated with zonal polynomials. I
On some formulas for weighted sum of invariant polynomials of two matrix arguments
On the construction of a class of invariant polynomials in several matrices, extending the zonal polynomials
Eigenfunctions of expected value operators in the Wishart distribution. II
Asymptotic expansions for distributions of the large sample matrix resultant and related statistics on the Stiefel manifold
Storage capacity of a dam with gamma type inputs
Bayes estimation of number of signals
On the distribution of a quadratic form in a multivariate normal sample
Expressions for some hypergeometric functions of matrix argument with applications
Non-null distributions of the likelihood ratio criteria for independence and equality of mean vectors and covariance matrices
The exact non-central distribution of the generalized variance
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
An asymptotic expansion for the distribution of the determinant of a multivariate quadratic form in a normal sample
Simultaneous tests for equality of latent roots against certain alternatives. II
Canonical ridge and econometrics of joint production
Asymptotic distributions of the latent roots of the covariance matrix with multiple population roots
Lower bounds for the distributions of certain multivariate test statistics
Asymptotic formulas for the distributions of three statistics for multivariate linear hypothesis
Note on the distribution of the minimum latent root
Some distributions of the latent roots of a complex Wishart matrix variate
Asymptotic formulas for the hypergeometric function \(_2F_1\) of matrix argument, useful in multivariate analysis
Asymptotic expansions of the distributions of the latent roots in MANOVA and the canonical correlations
Zonal polynomials: an alternative approach
Inference in canonical correlation analysis
Density estimation on the Stiefel manifold
Generalized binomial expansion on complex matrix space
Spherical functions on the Grassmann manifold and generalized Jacobi polynomials. I
Spherical functions on the Grassmann manifold and generalized Jacobi polynomials. 2
Bessel systems for Jordan algebras of rank 2 and 3
Exact densities for variance estimators of the structural disturbances in simultaneous equations models
Generalized noncentral Hermite and Laguerre polynomials in multiple matrices
The expected values of invariant polynomials with matrix argument of elliptical distributions
Moments and distributions of certain multivariate test criteria in the canonical correlation case under violation
Density estimation on the spaces of symmetric and rectangular matrices
On the exact distribution of the smallest root of the Wishart matrix using zonal polynomials
Concentrated matrix Langevin distributions
Integrals over Grassmannians and random permutations.
Singular values for products of two coupled random matrices: hard edge phase transition
Properties of matrix variate confluent hypergeometric function distribution
The Laplace transform \((\det s)^{-p} \exp \operatorname{tr}(s^{-1}w)\) and the existence of non-central Wishart distributions
On the domain of attraction of a Tracy-Widom law with applications to testing multiple largest roots
Extended matrix variate hypergeometric functions and matrix variate distributions
Derivative moments for characteristic polynomials from the CUE
Some combinatorial properties of Jack symmetric functions
Multivariate Meixner classes of invariant distributions
The distribution of the ratios of characteristic roots (condition numbers) and their applications in principal component or ridge regression
Distribution theory for some tests of independence of seemingly unrelated regressions
An identity involving partitional generalized binomial coefficients
On the distribution of the largest eigenvalue in principal components analysis
Laplace approximations for hypergeometric functions with matrix argument
Methods of density estimation on the Grassmann manifold
Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables.
On discrete multivariate distributions symmetric in frequencies
Hermite and Laguerre polynomials with complex matrix arguments
Characterizing priors by posterior expectations in multivariate analysis
Edgeworth and saddle-point approximations for random rectangular matrices
Matrix variate Pareto distribution of the second kind
Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix
Algebraic analysis of the hypergeometric function \(_1F_1\) of a matrix argument
Matrix variate Pareto distributions
Random matrix theory and its applications
Numerical computation for the exact distribution of Roy's largest root statistic under linear alternative
Matrix variate distribution theory under elliptical models -- V: the non-central Wishart and inverted Wishart distributions
Lyapunov exponents for some isotropic random matrix ensembles
Matrix hypergeometric function and its application to computation of characteristic function of spherically symmetric distributions with phase-type amplitude
On generalized Wishart distributions. I: Likelihood ratio test for homogeneity of covariance matrices
Extensions of Wilks' integral equations and distributions of test statistics
A unified complex noncentral Wishart type distribution inspired by massive MIMO systems
Crofton formulas and indefinite signature
Appell's and Humbert's functions of matrix arguments
Distribution and characteristic functions for correlated complex Wishart matrices
Some comments on zonal polynomials and their expected values with respect to elliptical distributions
On Riesz distribution
MOPS: multivariate orthogonal polynomials (symbolically)
Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality
Singular matrix variate beta distribution
An identity involving invariant polynomials of matrix arguments
State space models on special manifolds
On the distribution of the maximum latent root of a positive definite symmetric random matrix
On the moments of traces of two matrices in multivariate analysis
Power comparisons of tests of two multivariate hypotheses based on individual characteristic roots

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