Computation of the null distribution of the largest or smallest latent roots of a beta matrix

DOI10.1016/0047-259X(73)90016-XzbMath0252.62030OpenAlexW2062435521MaRDI QIDQ2557530

William N. Venables

Publication date: 1973

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(73)90016-x

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Related Items (2)

Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution

Cites Work

• On the exact finite series distribution of the smallest or the largest root of matrices in three situations
• Percentage points of the joint distribution of the extreme roots of the random matrix S₁(S₁+S₂)⁻¹
• The non-central chi-squared and beta distributions
• The Distribution of Hotelling's Generalised $T_0^2$
• Upper percentage points of the largest root of a matrix in multivariate analysis
• On the Distribution of the Largest Root of a Matrix in Multivariate Analysis
• On the distribution of the largest characteristic root of a matrix in multivariate analysis
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Some Non-Central Distribution Problems in Multivariate Analysis
• ON THE DISTRIBUTION OF THE EXTREME STUDENTIZED DEVIATE FROM THE SAMPLE MEAN

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