Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices

作者: Nariaki Sugiura

DOI: 10.1016/0047-259X(76)90002-6

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摘要: Abstract Asymptotic expansions of the joint distributions latent roots Wishart matrix and multivariate F are obtained for large degrees freedom when population have arbitrary multiplicity. vectors above matrices also derived corresponding root is simple. The effect normalizations vector examined.

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