On the Exact Distributions of the Individual Roots of the Complex Wishart and Multivariate Beta Matrices.
Abstract
In this report, the authors give tables for the exact percentage points of the individual roots of the complex Wishart and multivariate beta matrices. The applications of these tables in the area of the inference on multiple time series are also discussed. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1974
- Accession Number
- AD0784937
Entities
People
- F. J. Schuurmann
- P. R. Krishnaiah