Open AccessEXACT DISTRIBUTION OF THE LARGEST AND SMALLEST EIGENVALUES OF THE RATIO OF TWO ELLIPTICAL WISHART MATRICES
Author(s) -
Aya Shinozaki,
Hiroki Hashiguchi
Publication year - 2018
Publication title -
journal of statistics : advances in theory and applications
Language(s) - English
Resource type - Journals
ISSN - 0975-1262
DOI - 10.18642/jsata_7100121983
Subject(s) - wishart distribution , mathematics , eigenvalues and eigenvectors , distribution (mathematics) , combinatorics , mathematical analysis , statistics , physics , multivariate statistics , quantum mechanics