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

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.

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Year of publication:	1973
Authors:	Schuurmann, F. J. ; Krishnaiah, P. R. ; Chattopadhyay, A. K.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 3.1973, 4, p. 445-453
Publisher:	Elsevier
Keywords:	Exact distributions ratios of the extreme roots to the trace Wishart matrix

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005160514