An Asymptotic Expansion for the Distribution of the Eigenvalues of a 3 by 3 Wishart Matrix

DOI10.1214/aoms/1177692382zbMath0254.62032OpenAlexW2050631368MaRDI QIDQ5667890

Christopher Bingham

Publication date: 1972

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177692382

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Probability distributions: general theory (60E05)

Related Items (3)

Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution ⋮ On a Fourier integral over SO(3) ⋮ A parametrization for independent variables of a two-matrix hypergeometric function

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