Pages that link to "Item:Q5964285"

The following pages link to Matrix-variate distribution theory under elliptical models-4: joint distribution of latent roots of covariance matrix and the largest and smallest latent roots (Q5964285):

Displaying 8 items.

• Covariance matrices of quadratic forms in elliptical distributions (Q1336897) (← links)
• Asymptotic expansion of the joint distribution of sample mean vector and sample covariance matrix from an elliptical population (Q1370803) (← links)
• Matrix variate distribution theory under elliptical models -- V: the non-central Wishart and inverted Wishart distributions (Q2157542) (← links)
• Distribution of the correlation matrix for a class of elliptical models (Q4202712) (← 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)
• On the Moments of the Trace of a Matrix and Approximations to its Distribution (Q5631928) (← links)
• Modal clustering of matrix-variate data (Q6106167) (← links)