ON THE LIMITING EMPIRICAL DISTRIBUTION FUNCTION OF THE EIGENVALUES OF A MULTIVARIATE F-MATRIX

被引:13
作者
BAI, ZD
YIN, YQ
KRISHNAIAH, PR
机构
关键词
D O I
10.1137/1132067
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:490 / 500
页数:11
相关论文
共 17 条
[1]   SPECTRAL ANALYSIS OF NETWORKS WITH RANDOM TOPOLOGIES [J].
GRENANDER, U ;
SILVERSTEIN, JW .
SIAM JOURNAL ON APPLIED MATHEMATICS, 1977, 32 (02) :499-519
[3]  
JONSSON D, 1976, 6 UPPS U DEP MATH TE
[4]  
KRISHNAIAH PR, 1978, DEV STATISTICS, V1, P135
[5]  
Mehta M.L., 1967, RANDOM MATRICES STAT
[6]  
MEHTA ML, 1985, SIAM J MATH ANAL, V16, P641
[7]   LARGE DIMENSIONAL MULTIVARIATE F MATRICES - COMMENT [J].
SILVERSTEIN, JW .
JOURNAL OF MULTIVARIATE ANALYSIS, 1984, 15 (03) :408-409
[8]   THE LIMITING EMPIRICAL MEASURE OF MULTIPLE DISCRIMINANT RATIOS [J].
WACHTER, KW .
ANNALS OF STATISTICS, 1980, 8 (05) :937-957
[9]   STRONG LIMITS OF RANDOM MATRIX SPECTRA FOR SAMPLE MATRICES OF INDEPENDENT ELEMENTS [J].
WACHTER, KW .
ANNALS OF PROBABILITY, 1978, 6 (01) :1-18
[10]  
WACHTER KW, 1974, THESIS U CAMBRIDGE C