On the evaluation of some distributions that arise in simultaneous tests for the equality of the latent roots of the covariance matrix

P. R. Krishnaiah and F. J. Schuurmann

Journal of Multivariate Analysis, 1974, vol. 4, issue 3, 265-282

Abstract: In this paper, the authors consider the evaluation of the distribution functions of the ratios of the intermediate roots to the trace of the real Wishart matrix as well as the ratios of the individual roots to the trace of the complex Wishart matrix. In addition, the authors consider the evaluation of the distribution functions of the ratios of the extreme roots of the Wishart matrix in the real and complex cases. Some applications and tables of the above distributions are also given.

Keywords: Exact; distributions; ratios; of; the; roots; Wishart; matrix; multiple; time; series; tests; for; additivity; simultaneous; tests; mixture; of; populations (search for similar items in EconPapers)
Date: 1974
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Citations: View citations in EconPapers (2)

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