On the distribution of the determinant of sample correlation matrix from multivariate Gaussian population
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Publication:789125
zbMath0532.62030MaRDI QIDQ789125
Arjun K. Gupta, Pushpa N. Rathie
Publication date: 1983
Published in: Metron (Search for Journal in Brave)
inverse Mellin transformG-functionmultivariate Gaussian distributiondistribution of determinant of correlation matrix
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)
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