On the Limiting Empirical Distribution Function of the Eigenvalues of a Multivariate F Matrix
From MaRDI portal
Publication:3831861
DOI10.1137/1132067zbMath0676.62021OpenAlexW2022800595MaRDI QIDQ3831861
Y. Q. Yin, P. R. Krishnaiah, Zhi-Dong Bai
Publication date: 1987
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1132067
empirical distribution functionexplicit expressionsmoments of the limiting spectral distribution of the central multivariate F matrix
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)
Related Items
Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications, Limiting spectral distribution of large-dimensional sample covariance matrices generated by VARMA, On limit theorem for the eigenvalues of product of two random matrices, On singular values of large dimensional lag-\(\tau\) sample auto-correlation matrices, The triangle law for Lyapunov exponents of large random matrices, Spectral radii of large non-Hermitian random matrices, Asymptotics of Selberg-like integrals by lattice path counting, Random matrix-improved estimation of covariance matrix distances, Moments of the transmission eigenvalues, proper delay times, and random matrix theory. I, Asymptotics of Selberg-like integrals: The unitary case and Newton's interpolation formula, Approximation of the power functions of Roy’s largest root test under general spiked alternatives, Moments of the transmission eigenvalues, proper delay times and random matrix theory II, Extreme eigenvalues of large dimensional quaternion sample covariance matrices