ASYMPTOTIC DISTRIBUTION OF THE LARGEST EIGENVALUE (Q4416928): Difference between revisions

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+MaRDI publication profile
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+Some Non-Central Distribution Problems in Multivariate Analysis
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+On the Sampling Theory of Roots of Determinantal Equations
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+Asymptotic Theory for Principal Component Analysis
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+Q5737099
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+Derivatives of the characteristic root of a synmetric or a hermitian matrix with two applications in multivariate analysis
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+Asymptotic expansions for the joint and marginal distributions of the latent roots of the covariance matrix
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+Powers of the largest latent root test of ∑= I
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+Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices
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+An asymptotic expansion for the distributions of the latent roots of the Wishart matrix with multiple population roots
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+Asymptotic distribution of the sample roots for a nonnormal population
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+Asymptotic expansions for the distributions of the sample roots under nonnormality
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+Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices
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+On Wielandt's inequality and its application to the asymptotic distribution of the eigenvalues of a random symmetric matrix
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+Bootstrap tests and confidence regions for functions of a covariance matrix
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+Correction to: Bootstrap tests and confidence regions for functions of a covariance matrix
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+Radial estimates and the test for sphericity
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+The commutation matrix: Some properties and applications
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+Redescending \(M\)-estimates of multivariate location and scatter
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