An asymptotic expansion for the distributions of the latent roots of the Wishart matrix with multiple population roots

DOI10.1007/BF02532798zbMath0429.62041OpenAlexW2050345296MaRDI QIDQ1137837

Yasunori Fujikoshi

Publication date: 1977

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02532798

zbMATH Keywords

perturbation methodWishart matrixdistributions of latent rootsmultiple population roots

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

Related Items

Contributions to multivariate analysis by Professor Yasunori Fujikoshi ⋮ Asymptotic null and nonnull distribution of Hotelling's \(T^ 2\)-statistic under the elliptical distribution ⋮ Asymptotic expansion for the distribution of a function of latent roots of the covariance matrix ⋮ Divergence statistics for testing uniform association in cross-classifications ⋮ An approximation to the null distribution of a class of Cramér-von Mises statistics ⋮ Burbea-Rao divergence based statistics for testing uniform association ⋮ Minimum \(K_\phi\)-divergence estimators for multinomial models and applications ⋮ Estimating Rao's statistic distribution for testing uniform association in cross-classifications ⋮ ASYMPTOTIC DISTRIBUTION OF THE LARGEST EIGENVALUE ⋮ Asymptotic expansions for the distributions of some functions of the latent roots of matrices in three situations ⋮ An Asymptotic Expansion of the Distribution of Hotelling'sT²-Statistic Under General Distributions ⋮ Asymptotics for tests on mean profiles, additional information and dimensionality under non-normality ⋮ Large sample approximations for the LR statistic for equality of the smallest eigenvalues of a covariance matrix under elliptical population ⋮ Delta method approach in a certain irregular condition ⋮ Some Basic Properties of the Mle's for a Multivariate Normal Distribution with Monotone Missing Data ⋮ Asymptotic expansions for the distributions of multivariate basic statistics and one-way MANOVA tests under non-normality

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