Comments on a result of Yin, Bai, and Krishnaiah for large dimensional multivariate F matrices (Q760112): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Limiting behavior of the eigenvalues of a multivariate F matrix / rank | |||
Normal rank | |||
Latest revision as of 16:27, 14 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comments on a result of Yin, Bai, and Krishnaiah for large dimensional multivariate F matrices |
scientific article |
Statements
Comments on a result of Yin, Bai, and Krishnaiah for large dimensional multivariate F matrices (English)
0 references
1984
0 references
A theorem in \textit{Y. Q. Yin}, \textit{Z. D. Bai}, and \textit{P. R. Krishnaiah}, ibid. 13, 508-516 (1983; Zbl 0531.62018), shows that the smallest eigenvalue of a class of large dimensional sample covariance matrices stays almost surely bounded away from zero. The theorem assumes a certain restriction on the class of matrices. With slight modifications of the proof in op cit, it is shown here that the theorem is true for all relevant matrices.
0 references
smallest eigenvalue
0 references
large dimensional sample covariance matrices
0 references
