Comments on a result of Yin, Bai, and Krishnaiah for large dimensional multivariate F matrices

DOI10.1016/0047-259X(84)90059-9zbMATH Open0554.62018OpenAlexW2162048013MaRDI QIDQ760112FDOQ760112

Jack W. Silverstein

Publication date: 1984

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(84)90059-9

zbMATH Keywords

smallest eigenvaluelarge dimensional sample covariance matrices

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Limiting behavior of the eigenvalues of a multivariate F matrix

Cited In (4)

• Random determinants
• In memoriam: Paruchuri Rama Krishnaiah (1932--1987). A tribute
• On limiting spectral distribution of product of two random matrices when the underlying distribution is isotropic
• Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles

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