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

DOI10.1016/0047-259X(84)90059-9MaRDI QIDQ760112zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

• Limiting behavior of the eigenvalues of a multivariate F matrix

Cited in

(4)

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

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