Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations (Q1170841): Difference between revisions
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English | Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations |
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Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations (English)
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1982
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asymptotic joint distributions of functions of eigenvalues
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sample covariance matrix
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correlation matrix
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canonical correlation matrix
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nonnull situations
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nonnormal distributions
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Edgeworth type expansion
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principal component analysis
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