SOME DISTRIBUTIONS OF LATENT ROOTS OF A COMPLEX WISHART MATRIX VARIATE

被引：3

作者：

HIRAKAWA, F ^{[1
]}

机构：

[1] SCI UNIV TOKYO,TOKYO,JAPAN

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1975年 / 27卷 / 02期

关键词：

D O I：

10.1007/BF02504655

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：357 / 363

页数：7

共 50 条

[21] Matrix-variate distribution theory under elliptical models-4: Joint distribution of latent roots of covariance matrix and the largest and smallest latent roots
Caro-Lopera, Francisco J.
Gonzalez Farias, Graciela
Balakrishnan, Narayanaswamy
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2016, 145 : 224 - 235
[22] Polynomial traces and elementary symmetric functions in the latent roots of a non-central Wishart matrix
Di Nardo, Elvira
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2020, 179
[23] An n-variate characterization of the gamma and the complex Wishart densities
Gupta, AK
Kabe, DG
[J]. APPLIED MATHEMATICS LETTERS, 1997, 10 (04) : 119 - 122
[24] DISTRIBUTIONS OF SOME MATRIX VARIATES AND LATENT ROOTS IN MULTIVARIATE BEHRENS-FISHER DISCRIMINANT-ANALYSIS
CHIKUSE, Y
[J]. ANNALS OF STATISTICS, 1981, 9 (02): : 401 - 407
[25] Three skewed matrix variate distributions
Gallaugher, Michael P. B.
McNicholas, Paul D.
[J]. STATISTICS & PROBABILITY LETTERS, 2019, 145 : 103 - 109
[26] Matrix variate skew normal distributions
Chen, JT
Gupta, AK
[J]. STATISTICS, 2005, 39 (03) : 247 - 253
[27] ON THE EXACT DISTRIBUTIONS OF THE SMALLEST ROOT AND THE 2 SMALLEST ROOTS OF A NON-CENTRAL WISHART MATRIX
HSU, YS
[J]. SOUTH AFRICAN STATISTICAL JOURNAL, 1981, 15 (02) : 153 - 159
[28] On the singular gamma, Wishart, and beta matrix-variate density functions
Mathai, Arak M.
Provost, Serge B.
[J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2022, 50 (04): : 1143 - 1165
[29] PERCENTAGE POINTS OF EXTREME ROOTS OF A WISHART MATRIX
HANUMARA, RC
THOMPSON, WA
[J]. BIOMETRIKA, 1968, 55 (03) : 505 - &
[30] DISTRIBUTIONS OF MATRIX VARIATES + LATENT ROOTS DERIVED FROM NORMAL SAMPLES
JAMES, AT
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (02): : 475 - &

← 1 2 3 4 5 →