Asymptotic expansions for the distributions of the sample roots under nonnormality
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Publication:3854439
DOI10.1093/biomet/67.1.45zbMath0421.62015OpenAlexW2110011782MaRDI QIDQ3854439
Publication date: 1980
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/67.1.45
asymptotic expansionEdgeworth expansionssample covariance matrixnonnormal populationdistribution of sample roots
Multivariate distribution of statistics (62H10) Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20)
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