On an Asymptotic Representation of the Distribution of the Characteristic Roots of $S_1S_2^{-1}$
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Publication:5598783
DOI10.1214/aoms/1177697083zbMath0201.20402OpenAlexW1985879646MaRDI QIDQ5598783
Publication date: 1970
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177697083
Related Items (6)
Maximum likelihood estimation of covariance matrices under simple tree ordering ⋮ Asymptotic expansions for the joint and marginal distributions of the latent roots of \(S_1S^{-1}_2\) ⋮ On an asymptotic distribution of the characteristic roots of \(S_1S^{- 1}_2\) when roots are not all distinct ⋮ Asymptotic expansions for distributions of latent roots in multivariate analysis ⋮ Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices ⋮ Partial differential equations for hypergeometric functions of two argument matrices
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