On the Exact Joint Distributions of the Extreme Roots of the Complex Wishart and Multivariate Beta Matrices.
TECHNOLOGY INC DAYTON OH
Pagination or Media Count:
In this paper, the authors tabulated the percentage points associated with the joint distribution of the extreme roots of the complex Wishart and multivariate beta matrices. The applications of these tables in the area of multiple time series are also discussed.
- Statistics and Probability