On the Marginal Distributions of the Latent Roots of the Multivariate Beta Matrix

DOI10.1214/aoms/1177692399zbMath0252.62028OpenAlexW1972308635MaRDI QIDQ5666010

A. W. Davis

Publication date: 1972

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

Full work available at URL: https://doi.org/10.1214/aoms/1177692399

Mathematics Subject Classification ID

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

Related Items (8)

Exact joint distributions of any few ordered roots of a class of random matrices ⋮ Computable structural formulas for the distribution of the \(\beta\)-Jacobi edge eigenvalues ⋮ The importance of the Selberg integral ⋮ A Fuchsian matrix differential equation for Selberg correlation integrals ⋮ Approximate null distribution of the largest root in multivariate analysis ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution ⋮ On the distributions of the latent roots and traces of certain random matrices ⋮ The connection problem associated with a Selberg type integral and the q-Racah polynomials

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