Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations (Q1170841)
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scientific article; zbMATH DE number 3784107
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations |
scientific article; zbMATH DE number 3784107 |
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Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations (English)
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1982
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asymptotic joint distributions of functions of eigenvalues
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sample covariance matrix
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correlation matrix
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canonical correlation matrix
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nonnull situations
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nonnormal distributions
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Edgeworth type expansion
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principal component analysis
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