Let A and B be independent, central Wishart matrices in p variables with common covariance and having m and n degrees of freedom, respectively. The distribution of the largest eigenvalue of (A + B)⁻¹ ...
In this paper, we consider the extreme behavior of the extremal eigenvalues of white Wishart matrices, which plays an important role in multivariate analysis. In particular, we focus on the case when ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback