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Nadler, B. (2011) On the Distribution of the Ratio of the Largest Eigenvalue to the Trace of a Wishart Matrix. Unpublished Manuscript on the Internet.

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.