Limiting spectral distribution of high-dimensional noncentral Fisher matrices and its analysis

DOI10.1007/S11425-020-1958-1MaRDI QIDQ2683045zbMATH OpenOpenAlexWikidataFDO

Authors Xiaozhuo Zhang, Jiang Hu, Zhidong Bai

Publication date 3 February 2023

Published in Science China. Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11425-020-1958-1

zbMATH Keywords

Stieltjes transformempirical distribution functionrandom matrixFisher matrixMANOVA

Mathematics Subject Classification ID

Statistics (62-XX) Multivariate analysis (62H99) Absolutely continuous real functions in one variable (26A46)

Cites work

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Cited in

(1)

• Limiting laws for extreme eigenvalues of large-dimensional spiked Fisher matrices with a divergent number of spikes

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