scientific article; zbMATH DE number 3390166

zbMATH Open0246.62065MaRDI QIDQ5658989FDOQ5658989

Yasunori Fujikoshi

Publication date: 1968

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (9)

• Asymptotic expansions of the non-null distributions of two criteria for the linear hypotheses concerning complex multivariate normal populations
• Asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis
• An asymptotic expansion for the distribution of the determinant of a multivariate quadratic form in a normal sample
• Asymptotic formulas for the distributions of the determinant and the trace of a noncentral beta matrix
• The asymptotic distributions of the statistics based on the complex Gaussian distribution
• Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution
• Asymptotic solutions of the hypergeometric function \(_1F_1\) of matrix argument, useful in multivariate analysis
• A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients
• Asymptotic expansion of the distribution of the generalized variance for noncentral Wishart matrix, when \(\Omega= O(n)\)

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