On the asymptotic joint distributions of certain functions of the eigenvalues of four random matrices
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.
Year of publication: |
1979
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Authors: | Krishnaiah, P. R. ; Lee, Jack C. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 9.1979, 2, p. 248-258
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Publisher: |
Elsevier |
Keywords: | Asymptotic distributions functions of roots Wishart matrix MANOVA matrix canonical correlation matrix principal component analysis correlation matrix |
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