Latent Roots and Matrix Variates: A Review of Some Asymptotic Results

摘要: The exact noncentral distributions of matrix variates and latent roots derived from normal samples involve hypergeometric functions argument. These can be defined as power series, by integral representations, or solutions differential equations, there is no doubt that these mathematical characterizations have been a unifying influence in multivariate distribution theory, at least an analytic point view. From computational inference view, however, the are themselves very limited value due primarily to many difficulties involved evaluating them numerically consequently studying effects population parameters on distributions. Asymptotic results for large sample sizes so far proved much more useful such problems. purpose this paper review some recent obtained areas.