Latent roots and matrix variates: a review of some asymptotic results

Cited in

(31)

Invariant Polynomials and Related Tests
Parametric bootstrap methods for testing multiplicative terms in GGE and AMMI models
Concentrated matrix Langevin distributions
Admissible wavelets on the Siegel domain of type one
Density estimation on the Stiefel manifold
The holonomic gradient method for the distribution function of the largest root of a Wishart matrix
Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix
Asymptotic expansions of some matrix argument hypergeometric functions, with applications to macromolecules
Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture
On detection of the number of signals when the noise covariance matrix is arbitrary
Laplace approximation for Bessel functions of matrix argument
Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT
On some distribution problems in Manova and discriminant analysis
Exact misclassification probabilities for plug-in normal quadratic discriminant functions. I: The equal-means case
Laplace approximations to hypergeometric functions of two matrix arguments
A Selection Procedure for the Number of Signals in Presence of Colored Noise
On the construction of a class of invariant polynomials in several matrices, extending the zonal polynomials
Exact results and universal asymptotics in the Laguerre random matrix ensemble
Asymptotic study of eigenelements of a sequence of random selfadjoint operators
Asymptotics of spacing distributions at the hard edge for \(\beta\)-ensembles
Approximating the matrix Fisher and Bingham distributions: Applications to spherical regression and Procrustes analysis
Improved approximations to distributions of the largest and the smallest latent roots of a Wishart matrix
Testing in high-dimensional spiked models
Laplace approximations for hypergeometric functions with matrix argument
A regularized profile likelihood approach to covariance matrix estimation
On conjugate families and Jeffreys priors for von Mises-Fisher distributions
The effects on the distributions of sample canonical correlations under nonnormality
Lyapunov exponents for some isotropic random matrix ensembles
Second-order properties of a two-stage fixed-size confidence region for the mean vector of a multivariate normal distribution
Hypothesis tests for principal component analysis when variables are standardized
The efficient evaluation of the hypergeometric function of a matrix argument

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