Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
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Publication:1170841
DOI10.1016/0047-259X(82)90081-1zbMath0497.62025MaRDI QIDQ1170841
Publication date: 1982
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
principal component analysis; correlation matrix; sample covariance matrix; Edgeworth type expansion; asymptotic joint distributions of functions of eigenvalues; canonical correlation matrix; nonnormal distributions; nonnull situations
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