An Asymptotic Expansion for the Distribution of the Latent Roots of the Estimated Covariance Matrix
From MaRDI portal
(Redirected from Publication:5344597)
Cited in
(29)- An asymptotic expansion for the distributions of the latent roots of the Wishart matrix with multiple population roots
- Asymptotic expansion for the distribution of a function of latent roots of the covariance matrix
- Improved approximations to distributions of the largest and the smallest latent roots of a Wishart matrix
- Expressions for some hypergeometric functions of matrix argument with applications
- On an asymptotic distribution of the characteristic roots of \(S_1S^{- 1}_2\) when roots are not all distinct
- Asymptotic distributions of the latent roots of the covariance matrix with multiple population roots
- Asymptotic expansions for distributions of latent roots in multivariate analysis
- Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices
- Tests for linear trend in the smallest eigenvalues of the correlation matrix
- A local parameterization of orthogonal and semi-orthogonal matrices with applications
- Laplace approximation for Bessel functions of matrix argument
- The distribution of the ratios of characteristic roots (condition numbers) and their applications in principal component or ridge regression
- Bayesian analysis of the error correction model
- A new confidence interval for all characteristic roots of a covariance matrix
- Inference on the eigenvalues of the covariance matrix of a multivariate normal distribution -- geometrical view
- Partial differential equations for hypergeometric functions of two argument matrices
- Simultaneous tests for equality of latent roots against certain alternatives. I
- Statistical analysis on high-dimensional spheres and shape spaces
- Eigenvalues of Random Matrices with Isotropic Gaussian Noise and the Design of Diffusion Tensor Imaging Experiments
- A regularized profile likelihood approach to covariance matrix estimation
- Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
- scientific article; zbMATH DE number 7387522 (Why is no real title available?)
- A New Approach for Detecting Multivariate Outliers
- Invariant Polynomials and Related Tests
- Power Function Studies
- Distribution approximation of covariance matrix eigenvalues
- Spectral Bayesian network theory
- Inference on the eigenvalues of the normalized precision matrix
- Approximate distribution of eigenvalues of a generalized Wishart matrix under an extended Gaussian model
This page was built for publication: An Asymptotic Expansion for the Distribution of the Latent Roots of the Estimated Covariance Matrix
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5344597)
