Matrix-variate distribution theory under elliptical models-4: Joint distribution of latent roots of covariance matrix and the largest and smallest latent roots
| dc.contributor.affiliation | Universidad de Medellín, Department of Basic Sciences, Carrera 87 No. 30-65, of. 5-103, Medellín, Colombia | spa |
| dc.contributor.affiliation | CIMAT A. C., Department of Probability and Statistics, Callejón de Jalisco s/n, Mineral de Valenciana, Guanajuato, Guanajuato, Mexico | spa |
| dc.contributor.affiliation | McMaster University, Department of Mathematics and Statistics, Hamilton, ON, Canada | spa |
| dc.contributor.author | Caro-Lopera F.J. | |
| dc.contributor.author | González Farías G. | |
| dc.contributor.author | Balakrishnan N. | |
| dc.date.accessioned | 2016-06-23T14:01:37Z | |
| dc.date.available | 2016-06-23T14:01:37Z | |
| dc.date.issued | 2016 | |
| dc.description.abstract | In this work, we derive the joint distribution of the latent roots of a sample covariance matrix under elliptical models. We then obtain the distributions of the largest and smallest latent roots. In the process of these derivations, we also correct some results present in the literature. | eng |
| dc.identifier.doi | 10.1016/j.jmva.2015.12.012 | |
| dc.identifier.issn | 0047259X | |
| dc.identifier.uri | http://hdl.handle.net/11407/2280 | |
| dc.language.iso | eng | |
| dc.publisher | Academic Press Inc. | spa |
| dc.relation.ispartof | Journal of Multivariate Analysis Volume 145, March 2016, Pages 224–235 | eng |
| dc.relation.isversionof | http://www.sciencedirect.com/science/article/pii/S0047259X15003383 | |
| dc.rights.accessrights | info:eu-repo/semantics/restrictedAccess | |
| dc.source | Scopus | spa |
| dc.title | Matrix-variate distribution theory under elliptical models-4: Joint distribution of latent roots of covariance matrix and the largest and smallest latent roots | spa |
| dc.type | Article | |
| dc.type.driver | info:eu-repo/semantics/article |