Matrix-variate distribution theory under elliptical models-4: Joint distribution of latent roots of covariance matrix and the largest and smallest latent roots Journal Articles
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Overview
status
publication date
- March 2016
has subject area
- 0104 Statistics (FoR)
- 1403 Econometrics (FoR)
- Statistics & Probability (Science Metrix)
published in
- Journal of Multivariate Analysis Journal