On the Limiting Empirical Distribution Function of the Eigenvalues of a Multivariate F Matrix

DOI10.1137/1132067zbMath0676.62021OpenAlexW2022800595MaRDI QIDQ3831861

Y. Q. Yin, P. R. Krishnaiah, Zhi-Dong Bai

Publication date: 1987

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1132067

zbMATH Keywords

empirical distribution functionexplicit expressionsmoments of the limiting spectral distribution of the central multivariate F matrix

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Limit theorems in probability theory (60F99)

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