AbstractIt is shown that differential equations given by the author may be used recursively to construct certain multivariate null distributions in reduced form. These include the distributions of individual latent roots of B = S1(S1 + S2)−1, and distributions of Tr B and Tr S1S2−1, for small numbers of variates
AbstractThe noncentral distributions of Y = Πi=1p θia(1 − θi)b are obtained, where a and b are known...
AbstractIn this paper, the authors derived exact expressions for the joint marginal densities of any...
A well known fact is that when testing hypotheses for covariance matrices, distributions of quadrati...
AbstractIt is shown that differential equations given by the author may be used recursively to const...
Asymptotic expansions are given for the distributions of latent roots of matrices in three multivari...
AbstractAsymptotic expansions are given for the distributions of latent roots of matrices in three m...
AbstractAsymptotic expansions of the joint distributions of the latent roots of the Wishart matrix a...
AbstractA simple relationship is given between the exact null distribution gm,n(J) of the J-th large...
AbstractAn asymptotic expansion for large sample size n is derived by a partial differential equatio...
A simple relationship is given between the exact null distribution gm,n(J) of the J-th largest laten...
AbstractA lower (upper) bound is given for the distribution of each dj, j = k + 1, …, p (j = 1, …, s...
vii, 153 leaves ; 27 cm.Thesis (Ph.D.)--University of Adelaide, Dept. of Statistics, 197
In this work, we derive the joint distribution of the latent roots of a sample covariance matrix und...
The paper examines the nature of the latent random variables which occur in linear structural models...
AbstractWe obtain the distribution of the sum of n random vectors and the distribution of their quad...
AbstractThe noncentral distributions of Y = Πi=1p θia(1 − θi)b are obtained, where a and b are known...
AbstractIn this paper, the authors derived exact expressions for the joint marginal densities of any...
A well known fact is that when testing hypotheses for covariance matrices, distributions of quadrati...
AbstractIt is shown that differential equations given by the author may be used recursively to const...
Asymptotic expansions are given for the distributions of latent roots of matrices in three multivari...
AbstractAsymptotic expansions are given for the distributions of latent roots of matrices in three m...
AbstractAsymptotic expansions of the joint distributions of the latent roots of the Wishart matrix a...
AbstractA simple relationship is given between the exact null distribution gm,n(J) of the J-th large...
AbstractAn asymptotic expansion for large sample size n is derived by a partial differential equatio...
A simple relationship is given between the exact null distribution gm,n(J) of the J-th largest laten...
AbstractA lower (upper) bound is given for the distribution of each dj, j = k + 1, …, p (j = 1, …, s...
vii, 153 leaves ; 27 cm.Thesis (Ph.D.)--University of Adelaide, Dept. of Statistics, 197
In this work, we derive the joint distribution of the latent roots of a sample covariance matrix und...
The paper examines the nature of the latent random variables which occur in linear structural models...
AbstractWe obtain the distribution of the sum of n random vectors and the distribution of their quad...
AbstractThe noncentral distributions of Y = Πi=1p θia(1 − θi)b are obtained, where a and b are known...
AbstractIn this paper, the authors derived exact expressions for the joint marginal densities of any...
A well known fact is that when testing hypotheses for covariance matrices, distributions of quadrati...
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