scientific article; zbMATH DE number 3069527

Cited in

(23)

Asymptotic expansions for the joint and marginal distributions of the latent roots of \(S_1S^{-1}_2\)
Testing dimensionality in the multivariate analysis of variance
Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices
Asymptotic expansions of the distributions of the latent roots in MANOVA and the canonical correlations
Asymptotic expansions for the distributions of some functions of the latent roots of matrices in three situations
On the asymptotic joint distributions of certain functions of the eigenvalues of four random matrices
A lag augmentation test for the cointegrating rank of a VAR process
Asymptotic distribution of the reduced rank regression estimator under general conditions
Limiting distribution of roots with differential rates of convergence
A characterization of invariant tests for identification in linear structural equations
Limiting behavior of eigenvalues in high-dimensional MANOVA via RMT
Identification of structural vector autoregressions through higher unconditional moments
Generalized canonical analysis for time series
Asymptotic root distribution of Charlier polynomials with large negative parameter
Strong representation of weak convergence
Asymptotic properties of eigenmatrices of a large sample covariance matrix
Transformed Estimation for Panel Interactive Effects Models
Rank Tests at Jump Events
Assessing the stability of principal components using regression
Instrumental variables inference in a small-dimensional VAR model with dynamic latent factors
A note on the limiting distribution of certain characteristic roots
On the convergence of the ordered roots of a sequence of determinantal equations
Asymptotic results in canonical discriminant analysis when the dimension is large compared to the sample size

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