An asymptotic expansion for the distribution of a function of latent roots of the noncentral Wishart matrix, when =0(n)

DOI10.1007/BF02480227zbMATH Open0444.62028MaRDI QIDQ1144862FDOQ1144862

Authors: Hisao Nagao 

Publication date: 1978

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

function of latent rootsnoncentral Wishart matrix

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

Cites Work

• TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Derivatives of the characteristic root of a synmetric or a hermitian matrix with two applications in multivariate analysis
• Asymptotic expansion of the distribution of the generalized variance for noncentral Wishart matrix, when \(\Omega= O(n)\)
• Asymptotic expansion for the distribution of a function of latent roots of the covariance matrix
• THE LIMITING FORM OF THE NON‐CENTRAL WISHART DISTRIBUTION^1,2

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