On the distribution of the latent roots of a positive definite random symmetric matrix. I

DOI10.1007/BF02532228zbMath0193.17803MaRDI QIDQ2538460

Takesi Hayakawa

Publication date: 1969

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

zbMATH Keywords

statistics

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Cites Work

• Bessel functions of matrix argument
• Zonal polynomials of the real positive definite symmetric matrices
• On the distribution of a quadratic form in a multivariate normal sample
• On the distribution of the maximum latent root of a positive definite symmetric random matrix
• The Distribution of Hotelling's Generalised $T_0^2$
• On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors
• On the Distribution of the Largest Latent Root of the Covariance Matrix
• Distribution of the Largest Latent Root and the Smallest Latent Root of the Generalized $B$ Statistic and $F$ Statistic 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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