ASYMPTOTIC JOINT DISTRIBUTIONS OF CERTAIN FUNCTIONS OF THE EIGENVALUES OF 4 RANDOM MATRICES

被引：13

作者：

KRISHNAIAH, PR ^{[1
]}

LEE, JC ^{[1
]}

机构：

[1] WRIGHT STATE UNIV,DAYTON,OH 45435

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1979年 / 9卷 / 02期

关键词：

Asymptotic distributions; canonical correlation matrix; correlation matrix; functions of roots; MANOVA matrix; principal component analysis; Wishart matrix;

D O I：

10.1016/0047-259X(79)90082-4

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, the authors obtained asymptotic expressions for the joint distributions of certain functions of the eigenvalues of the Wishart matrix, correlation matrix, MANOVA matrix and canonical correlation matrix when the population roots have multiplicity. © 1979.

引用

页码：248 / 258

页数：11

共 9 条

[1]

ANDERSON TW, 1951, P 2 BERK S MATH STAT, P103

[2]

APPEL P., 1926, FUNCTIONS HYPERGEOME

[3] ASYMPTOTIC EXPANSIONS FOR DISTRIBUTIONS OF SOME FUNCTIONS OF LATENT ROOTS OF MATRICES IN 3 SITUATIONS [J].

FUJIKOSHI, Y .

JOURNAL OF MULTIVARIATE ANALYSIS, 1978, 8 (01) :63-72

[4]

Krishnaiah P. R., 1974, J MULTIVARIATE ANAL, V4, P265

[5]

KRISHNAIAH PR, 1971, ANN I STATIST MATH, V24, P81

[6]

KRISHNAIAH PR, 1977, MULTIVARIATE ANAL, V4, P95

[7]

LAWLEY DN, 1956, BIOMETRIKA, V43, P128

[8]

LEE JJ, UNPUBLISHED

[9] DISTRIBUTION OF CANONICAL CORRELATIONS AND ASYMPTOTIC EXPANSIONS FOR DISTRIBUTIONS OF CERTAIN INDEPENDENCE TEST STATISTICS [J].

LEE, YS .

ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (02) :526-&

← 1 →