On an Asymptotic Representation of the Distribution of the Characteristic Roots of S₁S₂^{-1}

DOI10.1214/AOMS/1177697083MaRDI QIDQ5598783zbMATH OpenOpenAlexFDO

Authors Tseng C. Chang

Publication date 1970

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177697083

Cited in

(6)

• Asymptotic expansions for the joint and marginal distributions of the latent roots of \(S_1S^{-1}_2\)
• On an asymptotic distribution of the characteristic roots of \(S_1S^{- 1}_2\) when roots are not all distinct
• 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
• Maximum likelihood estimation of covariance matrices under simple tree ordering
• Partial differential equations for hypergeometric functions of two argument matrices

This page was built for publication: On an Asymptotic Representation of the Distribution of the Characteristic Roots of $S_1S_2^{-1}$

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5598783)