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

• scientific article; zbMATH DE number 3576569 (Why is no real title available?)
• scientific article; zbMATH DE number 3584793 (Why is no real title available?)
• scientific article; zbMATH DE number 3362815 (Why is no real title available?)
• scientific article; zbMATH DE number 3069527 (Why is no real title available?)
• An asymptotic expansion for the distributions of the latent roots of the Wishart matrix with multiple population roots
• An asymptotic expansion of the distribution of the studentized classification statistic W
• Derivatives of the characteristic root of a synmetric or a hermitian matrix with two applications in multivariate analysis
• Generalized Asymptotic Expansions of Cornish-Fisher Type
• On a statistic useful in dimensionality reduction in multivariable linear stochastic system

Cited in

(10)

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

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