Asymptotic expansions for the joint and marginal distributions of the latent roots of \(S_1S^{-1}_2\)
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Publication:1135584
DOI10.1007/BF02532785zbMath0425.62013MaRDI QIDQ1135584
Publication date: 1977
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)
Related Items (3)
On the distribution of the function of the F-matrix under an elliptical population ⋮ Likelihood ratio test for one-sided hypothesis of covariance matrices of two normal populations ⋮ Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method
Cites Work
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