Approximations for the distributions of the extreme latent roots of three matrices

DOI10.1007/BF02504664zbMath0352.62050OpenAlexW2094430880MaRDI QIDQ1235946

Yasuko Chikuse, Robb J. Muirhead

Publication date: 1975

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

Full work available at URL: https://doi.org/10.1007/bf02504664

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites Work

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• ON THE DISTRIBUTION OF THE LARGEST OR THE SMALLEST ROOT OF A MATRIX IN MULTIVARIATE ANALYSIS
• Some Bounds on the Distribution Functions of the Largest and Smallest Roots of Normal Determinantal Equations
• Bounds for the distribution functions of the extreme latent roots of a sample covariance matrix
• Power Comparisons of Tests of Equality of Two Covariance Matrices Based on Individual Characteristic Roots
• APPROXIMATION FOR THE DISTRIBUTION OF THE LARGEST LATENT ROOT OF A WISHART MATRIX*^,1