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Large sample approximations for the LR statistic for equality of the smallest eigenvalues of a covariance matrix under elliptical population

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  • Watanabe, Daisuke
  • Okada, Susumu
  • Fujikoshi, Yasunori
  • Sugiyama, Takakazu

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  • Watanabe, Daisuke & Okada, Susumu & Fujikoshi, Yasunori & Sugiyama, Takakazu, 2008. "Large sample approximations for the LR statistic for equality of the smallest eigenvalues of a covariance matrix under elliptical population," Computational Statistics & Data Analysis, Elsevier, vol. 52(5), pages 2714-2724, January.
    • Handle: RePEc:eee:csdana:v:52:y:2008:i:5:p:2714-2724
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    References listed on IDEAS

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    1. Y. Fujikoshi, 1977. "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, Springer;The Institute of Statistical Mathematics, vol. 29(1), pages 379-387, December.
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