A note on the limiting distribution of certain characteristic roots

DOI10.1016/0167-7152(90)90039-AzbMath0693.62025MaRDI QIDQ908624

Yasuo Amemiya

Publication date: 1990

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

random matricesgeneralized eigenvaluesjoint limiting distributionlocal alternativelimiting distribution of the ordered rootsparameter drift

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Related Items (3)

Testing dimensionality in the multivariate analysis of variance ⋮ Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT ⋮ Limiting distribution of roots with differential rates of convergence

Cites Work

• Principal components in the nonnormal case: The test of equality of q roots
• Estimating linear statistical relationships
• Estimation for the multivariate errors-in-variables model with estimated error covariance matrix
• The asymptotic distribution of principal component roots under local alternatives to multiple roots
• Maximum likelihood estimators and likelihood ratio criteria in multivariate components of variance
• Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
• ASYMPTOTIC THEORY FOR PRINCIPAL COMPONENT ANALYSIS: NON-NORMAL CASE1
• Asymptotic expansions for the distributions of the sample roots under nonnormality
• Asymptotic distribution of the sample roots for a nonnormal population
• Asymptotic Theory for Principal Component Analysis
• On the Limiting Distribution of Roots of a Determinantal Equation
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