Distribution of the largest root of a matrix for Roy’s test in multivariate analysis of variance
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability
Reference18 articles.
1. Handbook of Mathematical Functions wih Formulas, Graphs, and Mathematical Tables;Abramowitz,1970
2. An Introduction to Multivariate Statistical Analysis;Anderson,2003
3. Exact distributional computations for Roy’s statistic and the largest eigenvalue of a Wishart distribution;Butler;Stat. Comput.,2011
4. Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy–Widom distribution;Chiani;J. Multivariate Anal.,2014
5. On the capacity of spatially correlated MIMO Rayleigh fading channels;Chiani;IEEE Trans. Inform. Theory,2003
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