On the evaluation of some distributions that arise in simultaneous tests for the equality of the latent roots of the covariance matrix
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- Sadanori Konishi, 1977. "Asymptotic expansion for the distribution of a function of latent roots of the covariance matrix," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 29(1), pages 389-396, December.
- Dharmawansa, Prathapasinghe, 2016. "Some new results on the eigenvalues of complex non-central Wishart matrices with a rank-1 mean," Journal of Multivariate Analysis, Elsevier, vol. 149(C), pages 30-53.
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Keywords
Exact distributions ratios of the roots Wishart matrix multiple time series tests for additivity simultaneous tests mixture of populations;Statistics
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