Edgeworth and saddle-point approximations for random rectangular matrices

DOI10.1016/0024-3795(95)00118-2MaRDI QIDQ1914225zbMATH OpenOpenAlexFDO

Authors Yasuko Chikuse

Publication date 5 June 1996

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(95)00118-2

zbMATH Keywords

asymptotic expansionsdensity functions of sample meansEdgeworth expansionsgeneralized Edgeworthrandom rectangular matricessaddle-point approximations

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Asymptotic distribution theory in statistics (62E20) Multivariate distribution of statistics (62H10)

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Cites work

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Cited in

(1)

• Edgeworth expansions for the product of two complex random matrices each with iid compo\-nents

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