Asymptotic expansion of the distribution of the generalized variance for noncentral Wishart matrix, when = O(n)

DOI10.1007/BF02479244MaRDI QIDQ2558718zbMATH OpenOpenAlexFDO

Authors Nariaki Sugiura, Hisao Nagao

Publication date 1971

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

Full work available at URL https://doi.org/10.1007/bf02479244

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 3331305 (Why is no real title available?)
• scientific article; zbMATH DE number 3362815 (Why is no real title available?)
• scientific article; zbMATH DE number 3390166 (Why is no real title available?)
• Some Non-Central Distribution Problems in Multivariate Analysis
• The Non-Central Wishart Distribution and Certain Problems of Multivariate Statistics

Cited in

(7)

• An asymptotic expansion for the distribution of a function of latent roots of the noncentral Wishart matrix, when =0(n)
• Asymptotic solutions of the hypergeometric function \(_1F_1\) of matrix argument, useful in multivariate analysis
• Further asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis
• On the exact and near-exact distributions of the product of generalized gamma random variables and the generalized variance
• Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
• Asymptotic formulas for the distributions of the determinant and the trace of a noncentral beta matrix
• Maximum likelihood estimation and MUSIC in array localization signal processing: A review

This page was built for publication: Asymptotic expansion of the distribution of the generalized variance for noncentral Wishart matrix, when \(\Omega= O(n)\)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2558718)