scientific article; zbMATH DE number 4034855

zbMATH Open0635.62018MaRDI QIDQ3774709FDOQ3774709

Authors: Zhidong Bai, Y. Q. Yin, P. R. Krishnaiah 

Publication date: 1987

Title of this publication is not available (Why is that?)

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zbMATH Keywords

empirical distribution functionexplicit expressionsmoments of the limiting spectral distribution of the central multivariate F matrix

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Limit theorems in probability theory (60F99)

Cited In (12)

• On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
• Title not available (Why is that?)
• Limiting behavior of the eigenvalues of a multivariate F matrix
• Regular variation and free regular infinitely divisible laws
• Title not available (Why is that?)
• Substitution principle for CLT of linear spectral statistics of high-dimensional sample covariance matrices with applications to hypothesis testing
• Convergence of the empirical spectral distribution function of beta matrices
• On the Limiting Empirical Distribution Function of the Eigenvalues of a Multivariate F Matrix
• On the limiting empirical measure of eigenvalues of the sum of rank one matrices with log-concave distribution
• CLT for linear spectral statistics of a rescaled sample precision matrix
• A note on estimating eigenvalues of scale matrix of the multivariate \(F\)- distribution
• The Limiting Eigenvalue Distribution of a Multivariate F Matrix

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