Asymptotic expansions for the distributions of some functions of the latent roots of matrices in three situations
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Publication:1246980
DOI10.1016/0047-259X(78)90020-9zbMath0378.62058MaRDI QIDQ1246980
Publication date: 1978
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20)
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A structure theorem on bivariate positive quadrant dependent distributions and tests for independence in two-way contingency tables ⋮ Contributions to multivariate analysis by Professor Yasunori Fujikoshi ⋮ The effects on the distributions of sample canonical correlations under nonnormality ⋮ Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality ⋮ Improved approximations to distributions of the largest and the smallest latent roots of a Wishart matrix ⋮ Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations ⋮ On the asymptotic joint distributions of certain functions of the eigenvalues of four random matrices ⋮ Higher Order Asymptotic Cumulants of Studentized Estimators in Covariance Structures ⋮ Second-order accurate inference on eigenvalues of covariance and correlation matrices ⋮ Asymptotic distribution of the increase of the largest canonical correlation when one of the vectors is augmented
Cites Work
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- An asymptotic expansion for the distributions of the latent roots of the Wishart matrix with multiple population roots
- An asymptotic expansion of the distribution of the studentized classification statistic W
- On a statistic useful in dimensionality reduction in multivariable linear stochastic system
- Generalized Asymptotic Expansions of Cornish-Fisher Type
- Derivatives of the characteristic root of a synmetric or a hermitian matrix with two applications in multivariate analysis
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