Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
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Publication:1170841
DOI10.1016/0047-259X(82)90081-1zbMath0497.62025OpenAlexW2036632722MaRDI QIDQ1170841
Publication date: 1982
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0047-259x(82)90081-1
principal component analysiscorrelation matrixsample covariance matrixEdgeworth type expansionasymptotic joint distributions of functions of eigenvaluescanonical correlation matrixnonnormal distributionsnonnull situations
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)
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Cites Work
- Asymptotic expansions for the distributions of some functions of the latent roots of matrices in three situations
- On the validity of the formal Edgeworth expansion
- On the asymptotic joint distributions of certain functions of the eigenvalues of four random matrices
- ASYMPTOTIC THEORY FOR PRINCIPAL COMPONENT ANALYSIS: NON-NORMAL CASE1
- Asymptotic Approximations to Distributions
- Asymptotic expansions for the distributions of the sample roots under nonnormality
- Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
- Econometric Estimators and the Edgeworth Approximation
- Asymptotic distribution of the sample roots for a nonnormal population
- Remarks on a Multivariate Gamma Distribution
- On methods of asymptotic approximation for multivariate distributions
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