On the asymptotic joint distributions of certain functions of the eigenvalues of four random matrices

DOI10.1016/0047-259X(79)90082-4zbMath0408.62043MaRDI QIDQ1258578

Jack C. Lee, P. R. Krishnaiah

Publication date: 1979

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

zbMATH Keywords

Asymptotic DistributionsWishart MatrixCorrelation MatrixCanonical CorrelationFunctions of RootsManova MatrixPrincipal Componenet Analysis

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

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