An Asymptotic Expansion for the Noncentral Wishart Distribution

DOI10.1214/aoms/1177696814zbMath0223.62066OpenAlexW2020035234MaRDI QIDQ5629059

George A. Anderson

Publication date: 1970

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177696814

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Related Items (7)

Characterization of spectral correlation detector statistics useful in transient detection ⋮ Random determinants ⋮ Exact results and universal asymptotics in the Laguerre random matrix ensemble ⋮ Noncentral Wishart matrices, asymptotic normality of vec and smooth statistics ⋮ Approximating the matrix Fisher and Bingham distributions: Applications to spherical regression and Procrustes analysis ⋮ Asymptotic distribution of the latent roots of the noncentral wishart distribution and the power of the likelihood ratio test for nonadditivity ⋮ On some distribution problems in Manova and discriminant analysis

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