Matrix-variate distribution theory under elliptical models-4: Joint distribution of latent roots of covariance matrix and the largest and smallest latent roots


Autoria(s): Caro-Lopera F.J.; González Farías G.; Balakrishnan N.
Contribuinte(s)

Universidad de Medellín, Department of Basic Sciences, Carrera 87 No. 30-65, of. 5-103, Medellín, Colombia

CIMAT A. C., Department of Probability and Statistics, Callejón de Jalisco s/n, Mineral de Valenciana, Guanajuato, Guanajuato, Mexico

McMaster University, Department of Mathematics and Statistics, Hamilton, ON, Canada

Data(s)

2016

23/06/2016

23/06/2016

Identificador

0047259X

http://hdl.handle.net/11407/2280

10.1016/j.jmva.2015.12.012

Idioma(s)

eng

Publicador

Academic Press Inc.

Relação

Journal of Multivariate Analysis Volume 145, March 2016, Pages 224–235

http://www.sciencedirect.com/science/article/pii/S0047259X15003383

Direitos

info:eu-repo/semantics/restrictedAccess

restrictedAccess

Fonte

Scopus

Tipo

info:eu-repo/semantics/article

Article