Asymptotic Expansions for Distributions of the Roots of Two Matrices from Classical and Complex Gaussian Populations
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Publication:5612975
DOI10.1214/AOMS/1177696798zbMATH Open0211.51001OpenAlexW2053719281MaRDI QIDQ5612975FDOQ5612975
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
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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