Asymptotic expansions for distributions of latent roots in multivariate analysis

DOI10.1016/0047-259X(76)90046-4zbMath0345.62038MaRDI QIDQ1233277

A. G. Constantine, Robb J. Muirhead

Publication date: 1976

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

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

Matrix variate distribution theory under elliptical models -- V: the non-central Wishart and inverted Wishart distributions, Some distribution theory relating to confidence regions in multivariate calibration, Distribution theory of quadratic forms for matrix multivariate elliptical distribution, Asymptotic distributions of the latent roots with multiple population roots in multiple discriminant analysis, Concentrated matrix Langevin distributions, Lyapunov exponents for some isotropic random matrix ensembles, On Wishart distribution: some extensions, Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution, Asymptotic expansions of the distributions of the latent roots in MANOVA and the canonical correlations, Density estimation on the Stiefel manifold, On some distribution problems in Manova and discriminant analysis, Laplace approximations for hypergeometric functions with matrix argument, Methods of density estimation on the Grassmann manifold

Cites Work

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