On an asymptotic distribution of the characteristic roots of S₁S^- 1_2 when roots are not all distinct

DOI10.1007/BF02479389MaRDI QIDQ1227422zbMATH OpenFDO

Authors Tseng C. Chang

Publication date 1973

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

Full work available at URL https://doi.org/10.1007/BF02479389

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Multivariate distribution of statistics (62H10) Statistical tables (62Q05)

Cites work

• A theorem on the asymptotic behavior of a multiple integral
• An Asymptotic Expansion for the Distribution of the Latent Roots of the Estimated Covariance Matrix
• Asymptotic Expansions for Distributions of the Roots of Two Matrices from Classical and Complex Gaussian Populations
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• scientific article; zbMATH DE number 3056148 (Why is no real title available?)
• Normal Multivariate Analysis and the Orthogonal Group
• On an Asymptotic Representation of the Distribution of the Characteristic Roots of $S_1S_2^{-1}$
• The Distribution of the Latent Roots of the Covariance Matrix

Cited in

(1)

• The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variances

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