Asymptotic expansions for the joint and marginal distributions of the latent roots of the covariance matrix
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Publication:1219527
DOI10.1214/aos/1176343205zbMath0311.62023OpenAlexW2023038166MaRDI QIDQ1219527
Yasuko Chikuse, Robb J. Muirhead
Publication date: 1975
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176343205
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Asymptotic behavior of solutions to PDEs (35B40) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)
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