Bounds for the distribution functions of the extreme latent roots of a sample covariance matrix

DOI10.1093/biomet/61.3.641zbMath0292.62039OpenAlexW2169723038MaRDI QIDQ4044003

Robb J. Muirhead

Publication date: 1974

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/61.3.641

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Bayesian inference (62F15) Statistical tables (62Q05)

Related Items (2)

Expressions for some hypergeometric functions of matrix argument with applications ⋮ Approximations for the distributions of the extreme latent roots of three matrices

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