On the distribution of the latent roots of a complex Wishart matrix (non- central case)

DOI10.1007/BF02479734zbMath0313.62039MaRDI QIDQ1220330

Takesi Hayakawa

Publication date: 1972

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Approximation by polynomials (41A10)

Related Items

On characterizing the complex Wishart distribution ⋮ Expectations of functions of complex Wishart matrix ⋮ A generalized Dirichlet model ⋮ Moments and cumulants for the complex Wishart ⋮ A power series identity and Bessel-type integrals over unitary groups ⋮ On the distribution of the multivariate quadratic form in multivariate normal samples ⋮ Some distributions of the latent roots of a complex Wishart matrix variate ⋮ Partial differential equations for hypergeometric functions of complex argument matrices and their applications ⋮ Wilks’ factorization of the matrix-variate Dirichlet–Riesz distributions ⋮ Asymptotic expansions of the non-null distributions of two criteria for the linear hypotheses concerning complex multivariate normal populations ⋮ Some properties of complex matrix-variate generalized Dirichlet integrals ⋮ Complex generalized binomial coefficients

Cites Work

• On the distribution of the maximum latent root of a positive definite symmetric random matrix
• On the distribution of the latent roots of a positive definite random symmetric matrix. I
• Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
• The Distribution of Hotelling's Generalised $T_0^2$
• On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)