ASYMPTOTIC DISTRIBUTIONS OF LATENT ROOTS OF COVARIANCE-MATRIX WITH MULTIPLE POPULATION ROOTS

被引：7
作者：
CHIKUSE, Y [1 ]
机构：
[1] RADIAT EFFECTS RES FDN,HIROSHIMA,JAPAN
来源：
JOURNAL OF MULTIVARIATE ANALYSIS | 1976年 / 6卷 / 02期
关键词：
D O I：
10.1016/0047-259X(76)90033-6
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：237 / 249
页数：13
相关论文
共 17 条
[1]   AN ASYMPTOTIC-EXPANSION FOR THE DISTRIBUTION OF THE LATENT ROOTS OF THE ESTIMATED COVARIANCE-MATRIX [J].
ANDERSON, GA .
ANNALS OF MATHEMATICAL STATISTICS, 1965, 36 (04) :1153-1173
[2]   ASYMPTOTIC THEORY FOR PRINCIPAL COMPONENT ANALYSIS [J].
ANDERSON, TW .
ANNALS OF MATHEMATICAL STATISTICS, 1963, 34 (01) :122-&
[3]  
CHATTOPADHYAY AK, 1973, MULTIVARIATE ANAL, V3, P117
[4]  
CLEMM DS, 1973, SANKHYA SER B, V35, P325
[5]  
Constantine A. G., 1972, Journal of Multivariate Analysis, V2, P332, DOI 10.1016/0047-259X(72)90020-6
[6]   SOME NON-CENTRAL DISTRIBUTION PROBLEMS IN MULTIVARIATE-ANALYSIS [J].
CONSTANTINE, AG .
ANNALS OF MATHEMATICAL STATISTICS, 1963, 34 (04) :1270-&
[7]   A THEOREM ON THE ASYMPTOTIC BEHAVIOR OF A MULTIPLE INTEGRAL [J].
HSU, LC .
DUKE MATHEMATICAL JOURNAL, 1948, 15 (03) :623-632
[8]  
Hsu PL, 1941, J LOND MATH SOC, V16, P183, DOI 10.1112/jlms/s1-16.3.183
[9]   DISTRIBUTIONS OF MATRIX VARIATES + LATENT ROOTS DERIVED FROM NORMAL SAMPLES [J].
JAMES, AT .
ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (02) :475-&
[10]  
JAMES AT, 1968, MULTIVARIATE ANALYSI, V2, P205
12