Article citationsMore>>

Krishnaiah, P.R. and Shurmann, F.J. (1974) On the Evaluation of Some Distributions That Arise in Simultaneous Tests for the Equality of the Latent Roots of the Covariance Matrix. Journal of Multivariate Analysis, 4, 265-282.
http://dx.doi.org/10.1016/0047-259X(74)90033-5

has been cited by the following article:

• TITLE: Trace of the Wishart Matrix and Applications

  AUTHORS: T. Pham-Gia, Dinh N. Thanh, Duong T. Phong

  KEYWORDS: Trace, Wishart Matrix, Sphericity, Latent Roots, A-Hypergeometric Functions, Humbert Function

  JOURNAL NAME: Open Journal of Statistics, Vol.5 No.3, April 27, 2015

  ABSTRACT: The trace of a Wishart matrix, either central or non-central, has important roles in various multi-variate statistical questions. We review several expressions of its distribution given in the literature, establish some new results and provide a discussion on computing methods on the distribution of the ratio: the largest eigenvalue to trace.