NUMERICAL COMPUTATION ON DISTRIBUTIONS OF THE LARGEST AND THE SMALLEST LATENT ROOTS OF THE WISHART MATRIX

Abstract

Discussion is made upon numerical computation for the distributions of the smallest and the largest latent roots of Wishart random matrices by numerically evaluating the series in zonal polynomials of high degree. Graphs for bivariate to quadrivariate distributions of the smallest latent root and for trivariate ones of the latter are shown for several values of parameters.

Journal

Journal of the Japanese Society of Computational Statistics   [List of Volumes]

Journal of the Japanese Society of Computational Statistics 19(1), 45-56, 2006-12  [Table of Contents]

Japanese Society of Computational Statistics

References:  17

You must have a user ID to see the references.If you already have a user ID, please click "Login" to access the info.New users can click "Sign Up" to register for an user ID.

Cited by:  1

You must have a user ID to see the cited references.If you already have a user ID, please click "Login" to access the info.New users can click "Sign Up" to register for an user ID.

Preview

Preview

Codes

  • NII Article ID (NAID) :
    110006289221
  • NII NACSIS-CAT ID (NCID) :
    AA10823693
  • Text Lang :
    ENG
  • Article Type :
    Journal Article
  • ISSN :
    09152350
  • Databases :
    CJP  CJPref  NII-ELS 

Export