Asymptotic expansions of the distributions of the latent roots in MANOVA and the canonical correlations

Y. Fujikoshi

Journal of Multivariate Analysis, 1977, vol. 7, issue 3, 386-396

Abstract: Asymptotic expansions are given for the density function of the normalized latent roots of S1S2-1 for large n under the assumption of [Omega] = O(n), where S1 and S2 are independent noncentral and central Wishart matrices having the Wp(b, [Sigma]; [Omega]) and Wp(n, [Sigma]) distributions, respectively. The expansions are obtained by using a perturbation method. Asymptotic expansions are also obtained for the density function of the normalized canonical correlations when some of the population canonical correlations are zero.

Keywords: Asymptotic; expansions; density; functions; latent; roots; in; MANOVA; model; canonical; correlations; perturbation; method (search for similar items in EconPapers)
Date: 1977
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Citations: View citations in EconPapers (1)

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