The asymptotic expansion of the distribution of Anderson's statistic for testing a latent vector of a covariance matrix

1978 ◽  
Vol 30 (1) ◽  
pp. 51-55
Author(s):  
Takesi Hayakawa
Keyword(s):  
Asymptotic Expansion ◽  
Covariance Matrix ◽  
Latent Vector

scholarly journals An asymptotic expansion for a class of multivariate normal integrals

1962 ◽  
Vol 2 (3) ◽  
pp. 253-264 ◽  
Author(s):  
Harold Ruben
Keyword(s):  
Asymptotic Expansion ◽  
Covariance Matrix ◽  
Random Vector ◽  
Multivariate Normal ◽  
Image Position ◽  
Variance Covariance Matrix

Let x = (x1, x2,…, xn) be a normal random vector with zero expectation vector and with a variance-covariance matrix which has 1 for its diagonal elements and ρ for its off-diagonal elements. Consider the quantity where.

Sign in / Sign up

Export Citation Format

Share Document