ASYMPTOTIC EXPANSIONS FOR JOINT AND MARGINAL DISTRIBUTIONS OF LATENT ROOTS OF COVARIANCE MATRIX

被引：15

作者：

MUIRHEAD, RJ ^{[1
]}

CHIKUSE, Y ^{[1
]}

机构：

[1] YALE UNIV,DEPT STATISTICS,POB 2179,YALE STN,NEW HAVEN,CT 06520

来源：

关键词：

D O I：

10.1214/aos/1176343205

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

页码：1011 / 1017

页数：7

共 16 条

ANDERSON, GA .

ANNALS OF MATHEMATICAL STATISTICS, 1965, 36 (04) :1153-1173

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

ANDERSON, TW .

ANNALS OF MATHEMATICAL STATISTICS, 1963, 34 (01) :122-&

[3]

Anderson TW., 1958, INTRO MULTIVARIATE S

[4]

CHAMBERS JM, 1967, BIOMETRIKA, V54, P367

[5] SOME NON-CENTRAL DISTRIBUTION PROBLEMS IN MULTIVARIATE-ANALYSIS [J].

CONSTANTINE, AG .

ANNALS OF MATHEMATICAL STATISTICS, 1963, 34 (04) :1270-&

[6] On the sampling theory of roots of determinantal equations [J].

Girshick, MA .

ANNALS OF MATHEMATICAL STATISTICS, 1939, 10 :203-224

[7] BESSEL FUNCTIONS OF MATRIX ARGUMENT [J].

HERZ, CS .

JAMES, AT .

ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (02) :475-&

[9]

KENDALL MG, 1969, ADV THEORY STATISTIC, V1

[10]

Khatri C. G., 1972, Journal of Multivariate Analysis, V2, P201, DOI 10.1016/0047-259X(72)90027-9