On limiting spectral distribution of product of two random matrices when the underlying distribution is isotropic
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Publication:1110954
DOI10.1016/0047-259X(86)90103-XzbMath0657.62058OpenAlexW2089295381MaRDI QIDQ1110954
Y. Q. Yin, P. R. Krishnaiah, Zhi-Dong Bai
Publication date: 1986
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0047-259x(86)90103-x
limiting spectral distributionlarge dimensionsmultivariate normal populationisotropic distributioncentral multivariate F matrixcentral Wishart matricesnonnegative definite symmetric random matrix
Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20)
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Cites Work
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- Comments on a result of Yin, Bai, and Krishnaiah for large dimensional multivariate F matrices
- Limiting behavior of the eigenvalues of a multivariate F matrix
- A limit theorem for the eigenvalues of product of two random matrices
- On limiting spectral distribution of product of two random matrices when the underlying distribution is isotropic
- The limiting empirical measure of multiple discriminant ratios
- The strong limits of random matrix spectra for sample matrices of independent elements
- The Limiting Eigenvalue Distribution of a Multivariate F Matrix