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
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
收藏
页码:1011 / 1017
页数:7
相关论文
共 50 条
[31]   SOME DISTRIBUTIONS OF LATENT ROOTS OF A COMPLEX WISHART MATRIX VARIATE [J].
HIRAKAWA, F .
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1975, 27 (02) :357-363
[33]   Asymptotic distributions of some test criteria for the covariance matrix in elliptical distributions under local alternatives [J].
Purkayastha, S ;
Srivastava, MS .
JOURNAL OF MULTIVARIATE ANALYSIS, 1995, 55 (02) :165-186
[34]   ASYMPTOTIC EXPANSIONS FOR DISTRIBUTIONS OF ROOTS OF 2 MATRICES FROM CLASSICAL AND COMPLEX GAUSSIAN POPULATIONS [J].
LI, HC ;
PILLAI, KCS ;
CHANG, TC .
ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (05) :1541-&
[35]   Asymptotic expansions in mean and covariance structure analysis [J].
Ogasawara, Haruhiko .
JOURNAL OF MULTIVARIATE ANALYSIS, 2009, 100 (05) :902-912
[36]   ASYMPTOTIC NON-NULL DISTRIBUTIONS FOR TESTS FOR REALITY OF A COVARIANCE-MATRIX [J].
CARTER, EM ;
SRIVASTAVA, MS .
JOURNAL OF MULTIVARIATE ANALYSIS, 1978, 8 (01) :126-133
[37]   ASYMPTOTIC DISTRIBUTIONS OF FUNCTIONS OF A SAMPLE COVARIANCE-MATRIX UNDER THE ELLIPTIC DISTRIBUTION [J].
IWASHITA, T ;
SIOTANI, M .
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 1994, 22 (02) :273-283
[38]   DISTRIBUTIONS OF MATRIX VARIATES + LATENT ROOTS DERIVED FROM NORMAL SAMPLES [J].
JAMES, AT .
ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (02) :475-&
[39]   DISTRIBUTIONS OF MATRIX VARIATES AND LATENT ROOTS DERIVED FROM NORMAL SAMPLES [J].
JAMES, AT .
BIOMETRICS, 1963, 19 (03) :506-&
[40]   ON DISTRIBUTIONS OF RATIOS OF ROOTS OF A COVARIANCE MATRIX AND WILKS CRITERION FOR TESTS OF 3 HYPOTHESES [J].
PILLAI, KCS ;
ALANI, S ;
JOURIS, GM .
ANNALS OF MATHEMATICAL STATISTICS, 1969, 40 (06) :2033-&