AN ASYMPTOTIC-EXPANSION FOR THE DISTRIBUTION OF THE LATENT ROOTS OF THE ESTIMATED COVARIANCE-MATRIX

被引:51
作者
ANDERSON, GA
机构
来源
ANNALS OF MATHEMATICAL STATISTICS | 1965年 / 36卷 / 04期
关键词
D O I
10.1214/aoms/1177699989
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
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页码:1153 / 1173
页数:21
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