On the distribution of the function of the F-matrix under an elliptical population

DOI10.1016/0378-3758(89)90017-7zbMath0666.62054OpenAlexW2055866597MaRDI QIDQ1116589

S. H. Smith

Publication date: 1989

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(89)90017-7

zbMATH Keywords

tracedeterminantlatent rootsnormalizing transformationselliptical populationHotelling's T-squarelatent vectorsmultivariate F-matrixmultivariate t-population

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

Related Items (1)

Mathematical properties of the multivariate \(t\) distribution

Cites Work

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• Derivatives of the characteristic root of a synmetric or a hermitian matrix with two applications in multivariate analysis
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Some Non-Central Distribution Problems in Multivariate Analysis

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