A note on the limiting distribution of certain characteristic roots
type: Item
instance of: scholarly article
title: A note on the limiting distribution of certain characteristic roots
zbMATH Open document ID: 0693.62025
DOI: 10.1016/0167-7152(90)90039-A
author: Yasuo Amemiya
published in: Statistics \& Probability Letters
publication date: 1990-01-01T00:00:00Z
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 4135210
zbMATH Keywords: generalized eigenvalues
zbMATH Keywords: parameter drift
zbMATH Keywords: local alternative
zbMATH Keywords: random matrices
zbMATH Keywords: joint limiting distribution
zbMATH Keywords: limiting distribution of the ordered roots
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4135210