Asymptotic distributions for the elementary symmetric functions of two matrices under the assumption of linearity

D. J. de Waal

Journal of Multivariate Analysis, 1977, vol. 7, issue 1, 223-228

Abstract: The asymptotic distributions of the elementary symmetric functions (esf's) of the characteristic roots of a noncentral multivariate beta matrix and of the generalized correlation matrix (noncentral under the assumption of linearity) are derived.

Keywords: Elementary; symmetric; functions; noncentral; multivariate; beta; matrix; generalized; correlation; matrix; asymptotic; distributions; linearity (search for similar items in EconPapers)
Date: 1977
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Citations: View citations in EconPapers (3)

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