Asymptotic expansions for the distributions of some functions of the latent roots of matrices in three situations

DOI10.1016/0047-259X(78)90020-9zbMATH Open0378.62058MaRDI QIDQ1246980FDOQ1246980

Authors: Yasunori Fujikoshi 

Publication date: 1978

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

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

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• Generalized Asymptotic Expansions of Cornish-Fisher Type
• An asymptotic expansion of the distribution of the studentized classification statistic W
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• An asymptotic expansion for the distributions of the latent roots of the Wishart matrix with multiple population roots
• On a statistic useful in dimensionality reduction in multivariable linear stochastic system
• Derivatives of the characteristic root of a synmetric or a hermitian matrix with two applications in multivariate analysis
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Cited In (10)

• The effects on the distributions of sample canonical correlations under nonnormality
• A structure theorem on bivariate positive quadrant dependent distributions and tests for independence in two-way contingency tables
• Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
• On the asymptotic joint distributions of certain functions of the eigenvalues of four random matrices
• Contributions to multivariate analysis by Professor Yasunori Fujikoshi
• Higher Order Asymptotic Cumulants of Studentized Estimators in Covariance Structures
• Improved approximations to distributions of the largest and the smallest latent roots of a Wishart matrix
• Second-order accurate inference on eigenvalues of covariance and correlation matrices
• Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality
• Asymptotic distribution of the increase of the largest canonical correlation when one of the vectors is augmented

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