Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices (Q1321987)
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scientific article; zbMATH DE number 562375
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices |
scientific article; zbMATH DE number 562375 |
Statements
Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices (English)
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28 June 1994
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matrix differential calculus
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Kronecker product
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Hadamard product
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vec operator
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commutation matrix
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eigenvalues
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unit-length eigenvectors
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correlation matrices
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fourth-order moments
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asymptotic variance matrices
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elliptical populations
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nonsingular
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