椭圆模型下的矩阵变量分布理论-4：协方差矩阵潜在根的联合分布及最大和最小潜在根

Matrix-variate distribution theory under elliptical models-4: Joint distribution of latent roots of covariance matrix and the largest and smallest latent roots

• Francisco J. Caro‐Lopera
• Graciela González–Farías 通讯
• N. Balakrishnan