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Some Results on the Non-Central Multivariate Beta Distribution and Moments of Traces of Two Matrices

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Publication:5343953
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DOI10.1214/aoms/1177699910zbMath0133.42503OpenAlexW2001996486MaRDI QIDQ5343953

K. C. S. Pillai, Chinubal G. Khatri

Publication date: 1965

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177699910


zbMATH Keywords

statistics



Related Items (7)

Multi-variate stochastic volatility modelling using Wishart autoregressive processes ⋮ The Moment Generating Function of Pillai’s Criterion Concerning Three Hypotheses Under Violations in the Complex case ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution ⋮ Uniform distribution on a Stiefel manifold ⋮ On the moments of traces of two matrices in multivariate analysis ⋮ On the moments of elementary symmetric functions of the roots of two matrices ⋮ Practical methods for computing power in testing the multivariate general linear hypothesis




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