|
|||||
|
|
On the asymptotic joint distributions of certain functions of the eigenvalues of four random matrices |
|
| Authors: | PR Krishnaiah Jack C Lee |
| Institution: | 1. University of Pittsburgh USA;2. Wright State University USA |
| Abstract: | In this paper, the authors obtained asymptotic expressions for the joint distributions of certain functions of the eigenvalues of the Wishart matrix, correlation matrix, MANOVA matrix and canonical correlation matrix when the population roots have multiplicity. |
| Keywords: | 62H10 62H15 62H20 62H25 Asymptotic distributions functions of roots Wishart matrix MANOVA matrix canonical correlation matrix principal component analysis correlation matrix |
| 本文献已被 ScienceDirect 等数据库收录！ | |