Limiting distribution of roots with differential rates of convergence

Sellem Remadi and Yasuo Amemiya

Statistics & Probability Letters, 1993, vol. 17, issue 3, 237-244

Abstract: Some general results on the limiting distribution of the roots of A(n) - [lambda]B(n) = 0 are given, incorporating differential rates of convergence of A(n), B(n), and the roots. The results are applied to the multivariate covariance component problem.

Keywords: Generalized; eigenvalues; nondegenerate; asymptotic; distribution; multivariate; covariance; component (search for similar items in EconPapers)
Date: 1993
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