SOME PROPERTIES OF INVARIANT POLYNOMIALS WITH MATRIX ARGUMENTS AND THEIR APPLICATIONS IN ECONOMETRICS

被引:23
作者
CHIKUSE, Y
DAVIS, AW
机构
[1] KAGAWA UNIV,TAKAMATSU,KAGAWA 760,JAPAN
[2] CSIRO,CANBERRA,ACT 2601,AUSTRALIA
关键词
D O I
10.1007/BF02482504
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
引用
收藏
页码:109 / 122
页数:14
相关论文
共 24 条
[1]   DISTRIBUTIONS OF ESTIMATES OF COEFFICIENTS OF A SINGLE EQUATION IN A SIMULTANEOUS SYSTEM AND THEIR ASYMPTOTIC EXPANSIONS [J].
ANDERSON, TW ;
SAWA, T .
ECONOMETRICA, 1973, 41 (04) :683-714
[2]  
Chikuse Y., 1980, Multivariate Statistical Analysis, Proceedings of the Research Seminar, P53
[3]   DISTRIBUTION OF HOTELLINGS GENERALISED TO 2 [J].
CONSTANT.AG .
ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (01) :215-&
[4]   SOME NON-CENTRAL DISTRIBUTION PROBLEMS IN MULTIVARIATE-ANALYSIS [J].
CONSTANTINE, AG .
ANNALS OF MATHEMATICAL STATISTICS, 1963, 34 (04) :1270-&
[8]  
DAVIS AW, 1980, BIOMETRIKA, V67, P419, DOI 10.1093/biomet/67.2.419
[9]  
Davis AW, 1980, MULTIVARIATE ANAL, P287