Matrix-variate distribution theory under elliptical models-4: Joint distribution of latent roots of covariance matrix and the largest and smallest latent roots-Reference-Cited by-同舟云学术

Matrix-variate distribution theory under elliptical models-4: Joint distribution of latent roots of covariance matrix and the largest and smallest latent roots

Published:2016-03 Issue: Volume:145 Page:224-235
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Caro-Lopera Francisco J.,González Farías Graciela,Balakrishnan Narayanaswamy

Funder

Natural Sciences and Engineering Research Council of Canada

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference18 articles.

1. Noncentral elliptical configuration density;Caro-Lopera;J. Multivariate Anal.,2009

2. On generalized Wishart distributions—I: Likelihood ratio test for homogeneity of covariance matrices;Caro-Lopera;Sankhyā Ser. A,2014

3. On generalized Wishart distributions—II: Sphericity test;Caro-Lopera;Sankhyā Ser. A,2014

4. F.J. Caro-Lopera, G. González-Farías, N. Balakrishnan, Matrix-variate distribution theory under elliptical models-3: Likelihood ratio test statistics for testing location and scale and their exact null distribution, 2015, submitted for publication.

5. Noncentral distribution problems in multivariate analysis;Constantine;Ann. Math. Statist.,1963

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