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

Author

Listed:
  • Schuurmann, F. J.
  • Krishnaiah, P. R.
  • Chattopadhyay, A. K.

Abstract

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.

Suggested Citation

  • Schuurmann, F. J. & Krishnaiah, P. R. & Chattopadhyay, A. K., 1973. "On the distributions of the ratios of the extreme roots to the trace of the Wishart matrix," Journal of Multivariate Analysis, Elsevier, vol. 3(4), pages 445-453, December.
    • Handle: RePEc:eee:jmvana:v:3:y:1973:i:4:p:445-453
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    Cited by:

    1. He, Yinqiu & Xu, Gongjun, 2018. "Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix," Journal of Multivariate Analysis, Elsevier, vol. 166(C), pages 320-334.
    2. Nadler, Boaz, 2011. "On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix," Journal of Multivariate Analysis, Elsevier, vol. 102(2), pages 363-371, February.

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