Limiting behavior of the eigenvalues of a multivariate F matrix

Y. Q. Yin, Z. D. Bai and P. R. Krishnaiah

Journal of Multivariate Analysis, 1983, vol. 13, issue 4, 508-516

Abstract: 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.

Keywords: Eigenvalues; F; matrix; limiting; behavior; large; dimensional; random; matrices; spectral; distribution (search for similar items in EconPapers)
Date: 1983
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Citations: View citations in EconPapers (2)

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