ON WIELANDT INEQUALITY AND ITS APPLICATION TO THE ASYMPTOTIC-DISTRIBUTION OF THE EIGENVALUES OF A RANDOM SYMMETRICAL MATRIX

被引：77

作者：

EATON, ML ^{[1
]}

TYLER, DE ^{[1
]}

机构：

[1] RUTGERS STATE UNIV,DEPT STAT,NEW BRUNSWICK,NJ 08903

来源：

ANNALS OF STATISTICS | 1991年 / 19卷 / 01期

关键词：

BOOTSTRAP; COVARIANCE; MATRIX; EIGENVALUES; RANDOM SYMMETRICAL MATRICES;

D O I：

10.1214/aos/1176347980

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：

A relatively obscure eigenvalue inequality due to Wielandt is used to give a simple derivation of the asymptotic distribution of the eigenvalues of a random symmetric matrix. The asymptotic distributions are obtained under a fairly general setting. An application of the general theory to the bootstrap distribution of the eigenvalues of the sample covariance matrix is given.

引用

页码：260 / 271

页数：12

共 14 条

[1]

AMEMIYA Y, 1986, 17 STANF U EC WORKSH

[2] ASYMPTOTIC THEORY FOR PRINCIPAL COMPONENT ANALYSIS [J].