Asymptotic expansion of the distribution of the generalized variance for noncentral Wishart matrix, when \(\Omega= O(n)\)

DOI10.1007/BF02479244zbMath0255.62016OpenAlexW2161327047MaRDI QIDQ2558718

Hisao Nagao, Nariaki Sugiura

Publication date: 1971

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02479244

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

Related Items (7)

An asymptotic expansion for the distribution of a function of latent roots of the noncentral Wishart matrix, when \(\Omega =0(n)\) ⋮ Asymptotic solutions of the hypergeometric function \(_1F_1\) of matrix argument, useful in multivariate analysis ⋮ Further asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution ⋮ Asymptotic formulas for the distributions of the determinant and the trace of a noncentral beta matrix ⋮ Maximum likelihood estimation and MUSIC in array localization signal processing: A review ⋮ On the Exact and Near-Exact Distributions of the Product of Generalized Gamma Random Variables and the Generalized Variance

Cites Work

• Some Non-Central Distribution Problems in Multivariate Analysis
• The Non-Central Wishart Distribution and Certain Problems of Multivariate Statistics
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Asymptotic expansion of the distribution of the generalized variance for noncentral Wishart matrix, when \(\Omega= O(n)\)