Article,

On the distributions of the functions of the F-matrix under an elliptical population

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Journal of Statistical Planning and Inference, 21 (1): 41 - 52 (1989)
DOI: http://dx.doi.org/10.1016/0378-3758(89)90017-7

Abstract

This paper studies the asymptotic behavior of the determinant, latent roots and latent vectors, and trace of the multivariate F-matrix under an elliptical population. The normalizing transformations for the determinant and latent roots are given and a numerical example shows its usefulness for the multivariate t-population.

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