Asymptotic distributions of the latent roots of the covariance matrix with multiple population roots

DOI10.1016/0047-259X(76)90033-6zbMath0338.62026OpenAlexW2014712457MaRDI QIDQ1231238

Yasuko Chikuse

Publication date: 1976

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(76)90033-6

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)

Related Items

Asymptotic expansions for the joint and marginal distributions of the latent roots of \(S_1S^{-1}_2\) ⋮ A bimatrix variate gamma distribution ⋮ An asymptotic expansion for the distributions of the latent roots of the Wishart matrix with multiple population roots ⋮ Asymptotic distributions of the latent roots with multiple population roots in multiple discriminant analysis ⋮ Matrix Hermite polynomials, random determinants and the geometry of Gaussian fields ⋮ Asymptotic distribution of the latent roots of the noncentral wishart distribution and the power of the likelihood ratio test for nonadditivity ⋮ Delta method approach in a certain irregular condition

Cites Work

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