Pages that link to "Item:Q2257026"

The following pages link to On generalized Wishart distributions. I: Likelihood ratio test for homogeneity of covariance matrices (Q2257026):

Displaying 7 items.

• Wishart distributions: advances in theory with Bayesian application (Q512024) (← links)
• Matrix variate distribution theory under elliptical models -- V: the non-central Wishart and inverted Wishart distributions (Q2157542) (← links)
• DISTRIBUTION OF THE LARGEST EIGENVALUE OF AN ELLIPTICAL WISHART MATRIX AND ITS SIMULATION (Q4560128) (← links)
• Generalized heterogeneous hypergeometric functions and the distribution of the largest eigenvalue of an elliptical Wishart matrix (Q5041687) (← links)
• A GENERALIZED WISHART DISTRIBUTION: MATRIX VARIATE VARMA TRANSFORM (Q5069523) (← links)
• Matrix-variate distribution theory under elliptical models-4: joint distribution of latent roots of covariance matrix and the largest and smallest latent roots (Q5964285) (← links)
• Expressing the largest eigenvalue of a singular beta F-matrix with heterogeneous hypergeometric functions (Q6063731) (← links)