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

DOI10.1007/BF02480227MaRDI QIDQ1144862zbMATH OpenFDO

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

• scientific article; zbMATH DE number 3140172 (Why is no real title available?)
• scientific article; zbMATH DE number 3576569 (Why is no real title available?)
• scientific article; zbMATH DE number 3362815 (Why is no real title available?)
• Asymptotic expansion for the distribution of a function of latent roots of the covariance matrix
• Asymptotic expansion of the distribution of the generalized variance for noncentral Wishart matrix, when \(\Omega= O(n)\)
• Derivatives of the characteristic root of a synmetric or a hermitian matrix with two applications in multivariate analysis
• TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES
• THE LIMITING FORM OF THE NON‐CENTRAL WISHART DISTRIBUTION^1,2

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