Asymptotic expansions for the joint and marginal distributions of the latent roots of the covariance matrix

DOI10.1214/aos/1176343205zbMath0311.62023OpenAlexW2023038166MaRDI QIDQ1219527

Yasuko Chikuse, Robb J. Muirhead

Publication date: 1975

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176343205

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Asymptotic behavior of solutions to PDEs (35B40) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)

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