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

页码：126 / 135

页数：10

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