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

Nariaki Sugiura

Journal of Multivariate Analysis, 1976, vol. 6, issue 4, 500-525

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

Keywords: Asymptotic; expansions; Distributions; of; latent; roots; Distributions; of; a; latent; vector; Wishart; distribution; Multiple; population; latent; roots; Perturbation; Taylor; series; expansion; for; latent; root; Taylor; series; expansion; for; latent; vector; Effect; of; normalizations; of; the; latent; vector (search for similar items in EconPapers)
Date: 1976
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