ON ASYMPTOTIC JOINT DISTRIBUTIONS OF EIGENVALUES OF RANDOM MATRICES WHICH ARISE FROM COMPONENTS OF COVARIANCE MODEL

被引：0
|
作者：
CUI Wenquan ZHAO Lincheng(Department of Statistics and Finance
机构：
来源：
Journal of Systems Science & Complexity | 2005年 / 01期
关键词：
Component of covariance model; eigenstructure analysis; limiting distribution; random matrix;
D O I：
暂无
中图分类号：
O151.21 [矩阵论];
学科分类号：
070104 ;
摘要：
In this paper, the authors derive the asymptotic joint distributions of the eigenvalues of some random matrices which arise from components of covariance model.
引用
收藏
页码：126 / 135
页数：10
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