Maximization of an integral of a matrix function and asymptotic expansions of distributions of latent roots of two matrices
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Publication:1233278
DOI10.1214/aos/1176343554zbMath0345.62039OpenAlexW1984288232MaRDI QIDQ1233278
Publication date: 1976
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176343554
Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Vector-valued set functions, measures and integrals (28B05)
Related Items (5)
Asymptotic distributions of the latent roots with multiple population roots in multiple discriminant analysis ⋮ Laplace approximations to hypergeometric functions of two matrix arguments ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution ⋮ Inference in canonical correlation analysis ⋮ On some distribution problems in Manova and discriminant analysis
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