Further results on the trace of a noncentral wishart matrix
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Publication:3670373
DOI10.1080/03610928208828294zbMath0521.62042OpenAlexW2104416318MaRDI QIDQ3670373
K. C. S. Pillai, Arak M. Mathai
Publication date: 1982
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928208828294
representationconfluent hypergeometric functionsexplicit expressionssummation formulae for zonal polynomialstrace of noncentral Wishart matrix
Related Items (8)
Some test statistics for the structural coefficients of the multivariate linear functional relationship model ⋮ The exact distribution of the ratio of a linear combination of chi-square variables over the root of a product of chi-square variables ⋮ Noncentral Wishart matrices, asymptotic normality of vec and smooth statistics ⋮ Statistical properties of the total variation estimator for compositional data ⋮ On linear functions of certain noncentral versions of independent gamma variables ⋮ Invariant Polynomials and Related Tests ⋮ On the trace of a wishart ⋮ Some properties of invariant polynomials with matrix arguments and their applications in econometrics
Cites Work
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- Distributions of some matrix variates and latent roots in multivariate Behrens-Fisher discriminant analysis
- Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times
- Moments of the trace of a noncentral wishart matrix
- The Exact Distribution of Wilks' Criterion
- Probability Content of Regions Under Spherical Normal Distributions, IV: The Distribution of Homogeneous and Non-Homogeneous Quadratic Functions of Normal Variables
- Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
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