On an asymptotic distribution of the characteristic roots of \(S_1S^{- 1}_2\) when roots are not all distinct

DOI10.1007/BF02479389zbMath0331.62038MaRDI QIDQ1227422

Tseng C. Chang

Publication date: 1973

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

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Statistical tables (62Q05)

Related Items (1)

The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variances

Cites Work

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• A theorem on the asymptotic behavior of a multiple integral
• An Asymptotic Expansion for the Distribution of the Latent Roots of the Estimated Covariance Matrix
• On an Asymptotic Representation of the Distribution of the Characteristic Roots of $S_1S_2^{-1}$
• The Distribution of the Latent Roots of the Covariance Matrix
• Asymptotic Expansions for Distributions of the Roots of Two Matrices from Classical and Complex Gaussian Populations
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Normal Multivariate Analysis and the Orthogonal Group

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