Distribution of the determinant of the sample correlation matrix from a mixture normal model

DOI10.1163/156939704323074728zbMath1091.62047OpenAlexW4243974661MaRDI QIDQ5467646

Arjun K. Gupta, Daya K. Nagar

Publication date: 24 May 2006

Full work available at URL: https://doi.org/10.1163/156939704323074728

zbMATH Keywords

multivariate normal distributionsample correlation matrixMeijer's \(G\)-functionmixture of normal distributionsinverse Mellin transformation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Random matrices (algebraic aspects) (15B52) Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions) (33C60)

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