On the asymptotic behaviour of random matrices in a multivariate statistical model

DOI10.1016/J.SPL.2008.01.051zbMATH Open1283.62114OpenAlexW2142492794MaRDI QIDQ730707FDOQ730707

Mauro Costantini, Roy Cerqueti

Publication date: 30 September 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://openresearch.lsbu.ac.uk/download/d9c6ba749954ab955d695ce0393745a6ceb3ca58574fb79744a7ee010753faa4/173189/Cerqueti_Costantini_revised.pdf

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12) Random matrices (algebraic aspects) (15B52)

Cites Work

• Distribution of eigenvalues in multivariate statistical analysis
• Linear and quasilinear elliptic equations
• Nonparametric cointegration analysis

Cited In (6)

• Title not available (Why is that?)
• Asymptotic expansions for distributions of the large sample matrix resultant and related statistics on the Stiefel manifold
• New results on the convergence of random matrices
• Asymptotic Expansion of The Matrix-Variate Kummer-Dirichlet Type I Distribution
• ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS
• Application of Random Matrix Theory to Multivariate Statistics

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