The densities and distributions of the largest eigenvalue and the trace of a Beta–Wishart matrix
© 2021 World Scientific Publishing Company. We present new expressions for the densities and distributions of the largest eigenvalue and the trace of a Beta-Wishart matrix. The series expansions for these expressions involve fewer terms than previously known results. For the trace, we also present a...
| Main Authors: | , , , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
World Scientific Pub Co Pte Lt
2021
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| Online Access: | https://hdl.handle.net/1721.1/133294 |