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

DOI10.1016/J.SPL.2008.01.051MaRDI QIDQ730707zbMATH OpenOpenAlexFDO

Authors Roy Cerqueti, Mauro Costantini

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)

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Cites work

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

Cited in

(7)

• Application of Random Matrix Theory to Multivariate Statistics
• Some nonparametric asymptotic results for a class of stochastic processes
• scientific article; zbMATH DE number 2046111 (Why is no real title available?)
• 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

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