On the asymptotic joint distributions of certain functions of the eigenvalues of four random matrices
作者： P.R Krishnaiah , Jack C Lee
DOI: 10.1016/0047-259X(79)90082-4
关键词: Pure mathematics 、 Matrix function 、 Mathematics 、 Random matrix 、 Mathematical analysis 、 Symmetric matrix 、 Eigendecomposition of a matrix 、 Matrix gamma distribution 、 Square matrix 、 Nonnegative matrix 、 Square root of a 2 by 2 matrix
摘要: Abstract In this paper, the authors obtained asymptotic expressions for joint distributions of certain functions eigenvalues Wishart matrix, correlation MANOVA matrix and canonical when population roots have multiplicity.
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