On the asymptotic joint distributions of certain functions of the eigenvalues of four random matrices

DOI10.1016/0047-259X(79)90082-4zbMath0408.62043MaRDI QIDQ1258578

Jack C. Lee, P. R. Krishnaiah

Publication date: 1979

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Asymptotic DistributionsWishart MatrixCorrelation MatrixCanonical CorrelationFunctions of RootsManova MatrixPrincipal Componenet Analysis

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (11)

A structure theorem on bivariate positive quadrant dependent distributions and tests for independence in two-way contingency tables ⋮ A note on a unified test for multivariate linear relationships ⋮ Model-based principal components of correlation matrices ⋮ Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations ⋮ Asymptotic expansions for the distributions of functions of a correlation matrix ⋮ On the asymptotic joint distributions of certain functions of the eigenvalues of four random matrices ⋮ Asymptotic distributions of functions of the eigenvalues of sample covariance matrix and canonical correlation matrix in multivariate time series ⋮ Asymptotic distributions of some test statistics for a linear functional relationship ⋮ Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference ⋮ Comparing multivariate linear functional relationships ⋮ Asymptotic distribution of the increase of the largest canonical correlation when one of the vectors is augmented

Cites Work

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• On the evaluation of some distributions that arise in simultaneous tests for the equality of the latent roots of the covariance matrix
• Simultaneous tests for equality of latent roots against certain alternatives. II
• Asymptotic expansions for the distributions of some functions of the latent roots of matrices in three situations
• On the asymptotic joint distributions of certain functions of the eigenvalues of four random matrices
• TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES
• Distribution of the Canonical Correlations and Asymptotic Expansions for Distributions of Certain Independence Test Statistics

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