Limiting behavior of the eigenvalues of a multivariate F matrix

The spectral distribution of a central multivariate F matrix is shown to tend to a limit distribution in probability under certain conditions as the number of variables and the degrees of freedom tend to infinity.

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Year of publication:	1983
Authors:	Yin, Y. Q. ; Bai, Z. D. ; Krishnaiah, P. R.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 13.1983, 4, p. 508-516
Publisher:	Elsevier
Keywords:	Eigenvalues F matrix limiting behavior large dimensional random matrices spectral distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199828