ASYMPTOTIC EXPANSIONS OF DISTRIBUTIONS OF LATENT ROOTS AND LATENT VECTOR OF WISHART AND MULTIVARIATE F MATRICES

被引:34
作者
SUGIURA, N [1 ]
机构
[1] HIROSHIMA UNIV,DEPT INFORMAT & BEHAV SCI,HIROSHIMA,JAPAN
关键词
D O I
10.1016/0047-259X(76)90002-6
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:500 / 525
页数:26
相关论文
共 20 条
[11]  
KRISHNAIAH PR, 1971, J MULTIVARIATE ANAL, V1, P308
[12]  
LAWLEY DN, 1956, BIOMETRIKA, V43, P128
[13]   ASYMPTOTIC EXPANSIONS FOR DISTRIBUTIONS OF ROOTS OF 2 MATRICES FROM CLASSICAL AND COMPLEX GAUSSIAN POPULATIONS [J].
LI, HC ;
PILLAI, KCS ;
CHANG, TC .
ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (05) :1541-&
[14]  
MALLOWS CL, 1961, BIOMETRIKA, V48, P133, DOI 10.2307/2333138
[15]   ASYMPTOTIC EXPANSIONS FOR JOINT AND MARGINAL DISTRIBUTIONS OF LATENT ROOTS OF COVARIANCE MATRIX [J].
MUIRHEAD, RJ ;
CHIKUSE, Y .
ANNALS OF STATISTICS, 1975, 3 (04) :1011-1017
[16]  
SUGIURA N, IN PRESS
[17]  
Sugiura N., 1973, COMMUN STAT, V1, P393
[18]   ON DISTRIBUTION OF LARGEST LATENT ROOT AND CORRESPONDING LATENT VECTOR FOR PRINCIPAL COMPONENT ANALYSIS [J].
SUGIYAMA, T .
ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (04) :995-&
[19]  
SUGIYAMA T, 1971, J JPN STATIST SOC, V1, P63
[20]  
[No title captured]