Direct methods for generating extreme characteristic roots of certain random matrices-Reference-Cited by-同舟云学术

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Direct methods for generating extreme characteristic roots of certain random matrices

Published:1982-01 Issue:5 Volume:11 Page:527-542
ISSN:0361-0918
Container-title:Communications in Statistics - Simulation and Computation
language:en
Short-container-title:Communications in Statistics - Simulation and Computation

Author:

Marasinghe Mervyn G.,Kennedy William J.

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/03610918208812273

Reference17 articles.

1. On the ratios of the individual latent roots to the trace of a Wishart matrix

2. On the distributions of the latent roots and traces of certain random matrices

3. Procedures to generate random matrices with noncentral distributions

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On the Gaussian representation of the Riesz probability distribution on symmetric matrices;AStA Advances in Statistical Analysis;2022-03-06

2. References;Multivariate Statistical Simulation;2013-11-30

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