Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices
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Publication:1235473
DOI10.1016/0047-259X(76)90002-6zbMath0351.62036OpenAlexW2058117604MaRDI QIDQ1235473
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)90002-6
Multivariate distribution of statistics (62H10) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)
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Cites Work
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- On an Asymptotic Representation of the Distribution of the Characteristic Roots of $S_1S_2^{-1}$
- Asymptotic Theory for Principal Component Analysis
- Latent vectors of random symmetric matrices
- Asymptotic Expansions for Distributions of the Roots of Two Matrices from Classical and Complex Gaussian Populations
- Exact joint distributions of any few ordered roots of a class of random matrices
- Derivatives of the characteristic root of a synmetric or a hermitian matrix with two applications in multivariate analysis
- On the Sampling Theory of Roots of Determinantal Equations
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