On the distribution of the latent roots of a positive definite random symmetric matrix I
- 1 December 1969
- journal article
- Published by Springer Nature in Annals of the Institute of Statistical Mathematics
- Vol. 21 (1) , 1-21
- https://doi.org/10.1007/bf02532228
Abstract
No abstract availableKeywords
This publication has 10 references indexed in Scilit:
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- On the Distribution of the Largest Latent Root of the Covariance MatrixThe Annals of Mathematical Statistics, 1967
- On the distribution of a quadratic form in a multivariate normal sampleAnnals of the Institute of Statistical Mathematics, 1966
- On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal VectorsThe Annals of Mathematical Statistics, 1966
- The Distribution of Hotelling's Generalised $T_0^2$The Annals of Mathematical Statistics, 1966
- Distributions of Matrix Variates and Latent Roots Derived from Normal SamplesThe Annals of Mathematical Statistics, 1964
- Some Non-Central Distribution Problems in Multivariate AnalysisThe Annals of Mathematical Statistics, 1963
- Zonal Polynomials of the Real Positive Definite Symmetric MatricesAnnals of Mathematics, 1961
- Bessel Functions of Matrix ArgumentAnnals of Mathematics, 1955