Asymptotic Expansions for Distributions of the Roots of Two Matrices from Classical and Complex Gaussian Populations

DOI10.1214/AOMS/1177696798MaRDI QIDQ5612975zbMATH OpenOpenAlexFDO

Authors Hung C. Li, K. C. S. Pillai, 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/1177696798

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

Cited in

(10)

• Partial differential equations for hypergeometric functions of two argument matrices
• Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices
• Some complex matrix-variate statistical distributions on rectangular matrices
• Asymptotic expansions for distributions of latent roots in multivariate analysis
• Asymptotic expansions for the joint and marginal distributions of the latent roots of \(S_1S^{-1}_2\)
• The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variances
• On an asymptotic distribution of the characteristic roots of \(S_1S^{- 1}_2\) when roots are not all distinct
• Asymptotic behavior of the distributions of eigenvalues for beta-Wishart ensemble under the dispersed population eigenvalues
• Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
• Partial differential equations for hypergeometric functions of complex argument matrices and their applications

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