On the nonsingularity of principal submatrices of a random orthogonal matrix

DOI10.1016/0378-3758(85)90083-7zbMath0578.60012OpenAlexW2027376821MaRDI QIDQ1066542

Takeaki Kariya, C. F. Jeff Wu

Publication date: 1985

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(85)90083-7

zbMATH Keywords

nonsingular random matricesnonsingularity of a submatrix of a random orthogonal matrix

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Geometric probability and stochastic geometry (60D05) Random matrices (algebraic aspects) (15B52) Probability theory on algebraic and topological structures (60B99)

Cites Work

• Constructing all smallest simultaneous confidence sets in a given class, with applications to MANOVA
• Estimation in a multivariate errors in variables regression model: Large sample results
• A trace inequality of John von Neumann
• Techniques of multivariate calculation
• The non-singularity of generalized sample covariance matrices
• Distinctness of the eigenvalues of a quadratic form in a multivariate sample

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