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An approximation to the distribution of the largest root of a complex Wishart matrix

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Authors and Affiliations

  1. Purdue University, USA

    K. C. S. Pillai & D. L. Young

Authors
  1. K. C. S. Pillai
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  2. D. L. Young
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Additional information

This research was supported by the National Science Foundation, Grant No. GP-11473.

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Pillai, K.C.S., Young, D.L. An approximation to the distribution of the largest root of a complex Wishart matrix. Ann Inst Stat Math 23, 89–96 (1971). https://doi.org/10.1007/BF02479213

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  • DOI: https://doi.org/10.1007/BF02479213

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