On the asymptotic joint distributions of certain functions of the eigenvalues of four random matrices

P. R. Krishnaiah and Jack C. Lee

Journal of Multivariate Analysis, 1979, vol. 9, issue 2, 248-258

Abstract: In this paper, the authors obtained asymptotic expressions for the joint distributions of certain functions of the eigenvalues of the Wishart matrix, correlation matrix, MANOVA matrix and canonical correlation matrix when the population roots have multiplicity.

Keywords: Asymptotic; distributions; functions; of; roots; Wishart; matrix; MANOVA; matrix; canonical; correlation; matrix; principal; component; analysis; correlation; matrix (search for similar items in EconPapers)
Date: 1979
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Citations: View citations in EconPapers (2)

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