On the distributions of the ratios of the extreme roots to the trace of the Wishart matrix

F. J. Schuurmann, P. R. Krishnaiah and A. K. Chattopadhyay

Journal of Multivariate Analysis, 1973, vol. 3, issue 4, 445-453

Abstract: In this paper, the authors cosider the derivation of the exact distributions of the ratios of the extreme roots to the trace of the Wishart matrix. Also, exact percentage points of these distributions are given and their applications are discussed.

Keywords: Exact; distributions; ratios; of; the; extreme; roots; to; the; trace; Wishart; matrix (search for similar items in EconPapers)
Date: 1973
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Citations: View citations in EconPapers (2)

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