The distribution of the ratio of independent central wishart determinants

DOI10.1080/03610928808829797zbMath0696.62230OpenAlexW2165691195MaRDI QIDQ3473226

James W. Neill, Chyi Hung Hsu, Martin S. Levy

Publication date: 1988

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928808829797

zbMATH Keywords

approximationmultivariate statisticsWishart distributiongeneralized variances

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15)

Cites Work

• Practical methods for computing power in testing the multivariate general linear hypothesis
• On the ratio of generalized variances
• Procedures to generate random matrices with noncentral distributions
• Computing the distribution of quadratic forms in normal variables
• Note on the inversion theorem

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