On the Exact Joint Distributions of the Extreme Roots of the Complex Wishart and Multivariate Beta Matrices.

Abstract

In this paper, the authors tabulated the percentage points associated with the joint distribution of the extreme roots of the complex Wishart and multivariate beta matrices. The applications of these tables in the area of multiple time series are also discussed.

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1974
Accession Number
ADA001080

Entities

People

  • F. J. Schuurmann
  • P. R. Krishnaiah

Tags

Communities of Interest

  • Space

DTIC Thesaurus Topics

  • Algebra
  • Applied Mathematics
  • Construction
  • Frequency
  • Identities
  • Mathematics
  • Multivariate Analysis
  • Security
  • Stationary
  • Wishart Matrices

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.