The Beta-MANOVA Ensemble with General Covariance
We find the joint generalized singular value distribution and largest generalized singular value distributions of the β -MANOVA ensemble with positive diagonal covariance, which is general. This has been done for the continuous β > 0 case for identity covariance (in eigenvalue form), a...
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| Format: | Article |
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World Scientific Pub Co Pte Lt
2018
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| Online Access: | http://hdl.handle.net/1721.1/116005 https://orcid.org/0000-0001-7676-3133 |