Asymptotic distributions of the latent roots with multiple population roots in multiple discriminant analysis

DOI10.1007/BF02480200zbMath0441.62021OpenAlexW2049470772MaRDI QIDQ1143089

Yasuko Chikuse

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1007/bf02480200

zbMATH Keywords

confluent hypergeometric functionLaplace's methodmultiple discriminant analysisnoncentral Wishartasymptotic distributions of latent rootsjoint density function of latent rootspartial differential equation method

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions) (33C60)

Cites Work

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• Bessel functions of matrix argument
• Asymptotic distributions of the latent roots of the covariance matrix with multiple population roots
• Asymptotic expansions for distributions of latent roots in multivariate analysis
• Maximization of an integral of a matrix function and asymptotic expansions of distributions of latent roots of two matrices
• Partial differential equations for hypergeometric functions of two argument matrices
• A theorem on the asymptotic behavior of a multiple integral
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Some Non-Central Distribution Problems in Multivariate Analysis
• Normal Multivariate Analysis and the Orthogonal Group

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