An asymptotic expansion for the distribution of a function of latent roots of the noncentral Wishart matrix, when ω=O(n)

Hisao Nagao

doi:10.1007/bf02480227

An asymptotic expansion for the distribution of a function of latent roots of the noncentral Wishart matrix, when ω=O(n)

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf02480227 ◽

1978 ◽

Vol 30 (3) ◽

pp. 377-383

Author(s):

Hisao Nagao

Keyword(s):

Asymptotic Expansion ◽

Wishart Matrix ◽

Latent Roots

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An asymptotic expansion for the distributions of the latent roots of the Wishart matrix with multiple population roots

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf02532798 ◽

1977 ◽

Vol 29 (1) ◽

pp. 379-387 ◽

Cited By ~ 20

Author(s):

Y. Fujikoshi

Keyword(s):

Asymptotic Expansion ◽

Wishart Matrix ◽

Multiple Population ◽

Latent Roots

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Some distributions of the latent roots of a complex wishart matrix variate

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf02504655 ◽

1975 ◽

Vol 27 (1) ◽

pp. 357-363 ◽

Cited By ~ 3

Author(s):

Fumiko Hirakawa

Keyword(s):

Wishart Matrix ◽

Latent Roots

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An Asymptotic Expansion for the Distribution of the Eigenvalues of a 3 by 3 Wishart Matrix

The Annals of Mathematical Statistics ◽

10.1214/aoms/1177692382 ◽

1972 ◽

Vol 43 (5) ◽

pp. 1498-1506 ◽

Cited By ~ 6

Author(s):

Christopher Bingham

Keyword(s):

Asymptotic Expansion ◽

Wishart Matrix

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Improved approximations to distributions of the largest and the smallest latent roots of a wishart matrix

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf02480916 ◽

1981 ◽

Vol 33 (1) ◽

pp. 27-33 ◽

Cited By ~ 1

Author(s):

Sadanori Konishi ◽

Takakazu Sugiyama

Keyword(s):

Wishart Matrix ◽

Approximations To Distributions ◽

Latent Roots

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NUMERICAL COMPUTATION ON DISTRIBUTIONS OF THE LARGEST AND THE SMALLEST LATENT ROOTS OF THE WISHART MATRIX

Journal of the Japanese Society of Computational Statistics ◽

10.5183/jjscs1988.19.45 ◽

2006 ◽

Vol 19 (1) ◽

pp. 45-56 ◽

Cited By ~ 4

Author(s):

Hiroki Hashiguchi ◽

Naoto Niki

Keyword(s):

Numerical Computation ◽

Wishart Matrix ◽

Latent Roots

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Asymptotic expansion for the distribution of a function of latent roots of the covariance matrix

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf02532799 ◽

1977 ◽

Vol 29 (1) ◽

pp. 389-396 ◽

Cited By ~ 12

Author(s):

Sadanori Konishi

Keyword(s):

Asymptotic Expansion ◽

Covariance Matrix ◽

Latent Roots

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Polynomial traces and elementary symmetric functions in the latent roots of a non-central Wishart matrix

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2020.104629 ◽

2020 ◽

Vol 179 ◽

pp. 104629

Author(s):

Elvira Di Nardo

Keyword(s):

Symmetric Functions ◽

Wishart Matrix ◽

Elementary Symmetric Functions ◽

Latent Roots

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On the distribution of the latent roots of a complex wishart matrix (non-central case)

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf02479734 ◽

1972 ◽

Vol 24 (1) ◽

pp. 1-17 ◽

Cited By ~ 11

Author(s):

Takesi Hayakawa

Keyword(s):

Wishart Matrix ◽

Central Case ◽

Latent Roots

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Asymptotic expansion of the distribution of the generalized variance for noncentral Wishart matrix, when Ω=O(n)

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf02479244 ◽

1971 ◽

Vol 23 (1) ◽

pp. 469-475 ◽

Cited By ~ 9

Author(s):

Nariaki Sugiura ◽

Hisao Nagao

Keyword(s):

Asymptotic Expansion ◽

Wishart Matrix ◽

Generalized Variance

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On the ratios of the individual latent roots to the trace of a Wishart matrix

Journal of Multivariate Analysis ◽

10.1016/0047-259x(72)90037-1 ◽

1972 ◽

Vol 2 (4) ◽

pp. 440-443 ◽

Cited By ~ 26

Author(s):

A.W. Davis

Keyword(s):

Wishart Matrix ◽

The Individual ◽

Latent Roots

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