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On the exact finite series distribution of the smallest or the largest root of matrices in three situations

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  • Khatri, C. G.

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  • Khatri, C. G., 1972. "On the exact finite series distribution of the smallest or the largest root of matrices in three situations," Journal of Multivariate Analysis, Elsevier, vol. 2(2), pages 201-207, June.
    • Handle: RePEc:eee:jmvana:v:2:y:1972:i:2:p:201-207
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    Cited by:

    1. Shimizu, Koki & Hashiguchi, Hiroki, 2021. "Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix," Journal of Multivariate Analysis, Elsevier, vol. 183(C).
    2. Caro-Lopera, Francisco J. & González Farías, Graciela & Balakrishnan, Narayanaswamy, 2016. "Matrix-variate distribution theory under elliptical models-4: Joint distribution of latent roots of covariance matrix and the largest and smallest latent roots," Journal of Multivariate Analysis, Elsevier, vol. 145(C), pages 224-235.
    3. Hashiguchi, Hiroki & Takayama, Nobuki & Takemura, Akimichi, 2018. "Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method," Journal of Multivariate Analysis, Elsevier, vol. 165(C), pages 270-278.

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