Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices

DOI10.1016/0047-259X(76)90002-6zbMath0351.62036OpenAlexW2058117604MaRDI QIDQ1235473

Nariaki Sugiura

Publication date: 1976

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(76)90002-6

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)

Related Items (17)

On the distribution of the function of the F-matrix under an elliptical population ⋮ The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variances ⋮ The effects on the distributions of sample canonical correlations under nonnormality ⋮ An asymptotic expansion for the distributions of the latent roots of the Wishart matrix with multiple population roots ⋮ Likelihood ratio test for one-sided hypothesis of covariance matrices of two normal populations ⋮ Unnamed Item ⋮ Testing for the redundancy of variables in principal components analysis ⋮ Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT ⋮ ASYMPTOTIC DISTRIBUTION OF THE LARGEST EIGENVALUE ⋮ An asymptotic theory for sliced inverse regression ⋮ Higher-Order Asymptotic Standard Error and Asymptotic Expansion in Principal Component Analysis ⋮ High-dimensional linear models: a random matrix perspective ⋮ An improved chi-squared test for a principal component ⋮ Asymptotic distributions of functions of the eigenvalues of sample covariance matrix and canonical correlation matrix in multivariate time series ⋮ Delta method approach in a certain irregular condition ⋮ Maximum likelihood estimation and MUSIC in array localization signal processing: A review ⋮ A selection procedure for estimating the number of signal components

Cites Work

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• Asymptotic expansions for the joint and marginal distributions of the latent roots of the covariance matrix
• TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES
• An Asymptotic Expansion for the Distribution of the Latent Roots of the Estimated Covariance Matrix
• On the Distribution of the Largest Latent Root and the Corresponding Latent Vector for Principal Component Analysis
• On the Moments of Elementary Symmetric Functions of the Roots of Two Matrices and Approximations to a Distribution
• On an Asymptotic Representation of the Distribution of the Characteristic Roots of $S_1S_2^{-1}$
• Asymptotic Theory for Principal Component Analysis
• Latent vectors of random symmetric matrices
• Asymptotic Expansions for Distributions of the Roots of Two Matrices from Classical and Complex Gaussian Populations
• Exact joint distributions of any few ordered roots of a class of random matrices
• Derivatives of the characteristic root of a synmetric or a hermitian matrix with two applications in multivariate analysis
• On the Sampling Theory of Roots of Determinantal Equations

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