Comments on a result of Yin, Bai, and Krishnaiah for large dimensional multivariate F matrices

DOI10.1016/0047-259X(84)90059-9zbMath0554.62018OpenAlexW2162048013MaRDI QIDQ760112

Jack W. Silverstein

Publication date: 1984

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(84)90059-9

zbMATH Keywords

smallest eigenvaluelarge dimensional sample covariance matrices

Mathematics Subject Classification ID

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

Related Items

On limiting spectral distribution of product of two random matrices when the underlying distribution is isotropic ⋮ Random determinants ⋮ Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles ⋮ In memoriam: Paruchuri Rama Krishnaiah (1932--1987). A tribute

Cites Work

• Limiting behavior of the eigenvalues of a multivariate F matrix