The distribution and moments of the smallest eigenvalue of a random matrix of wishart type

Alan Edelman

Type: Article

Publication Date: 1991-12-01

Citations: 96

DOI: https://doi.org/10.1016/0024-3795(91)90076-9

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Linear Algebra and its Applications - View

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Works Cited by This (9)

Action	Title	Year	Authors
+ PDF Chat	Distributions of Matrix Variates and Latent Roots Derived from Normal Samples	1964	A. T. James
+ PDF Chat	Eigenvalues and Condition Numbers of Random Matrices	1988	Alan Edelman
+	On the exact distribution of the smallest root of the wishart matrix using zonal polynomials	1971	P. R. Krishnaiah T. C. Chang
+	Jacobi Polynomials Associated with Selberg Integrals	1987	Kazuhiko Aomoto
+	An Introduction to Multivariate Statistical Analysis	1986	Robb J. Muirhead T. W. Anderson
+ PDF Chat	The Smallest Eigenvalue of a Large Dimensional Wishart Matrix	1985	Jack W. Silverstein
+	Aspects of Multivariate Statistical Theory	1984	Leon Jay Gleser Robb J. Muirhead
+	Introduction to Multivariate Statistical Analysis.	1959	William G. Madow T. W. Anderson
+	Aspects of Multivariate Statistical Theory	1982	Robb J. Muirhead