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

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  • Y. Fujikoshi

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  • 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.
    • Handle: RePEc:spr:aistmt:v:29:y:1977:i:1:p:379-387
    DOI: 10.1007/BF02532798
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    Cited by:

    1. Sadanori Konishi, 1977. "Asymptotic expansion for the distribution of a function of latent roots of the covariance matrix," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 29(1), pages 389-396, December.
    2. Siotani, Minoru & Wakaki, Hirofumi, 2006. "Contributions to multivariate analysis by Professor Yasunori Fujikoshi," Journal of Multivariate Analysis, Elsevier, vol. 97(9), pages 1914-1926, October.
    3. 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.
    4. M. Jiménez-Gamero & R. Pino-Mejías & A. Rufián-Lizana, 2014. "Minimum $$K_{\phi }$$ K ϕ -divergence estimators for multinomial models and applications," Computational Statistics, Springer, vol. 29(1), pages 363-401, February.
    5. Alba-Fernández, V. & Jiménez-Gamero, M.D., 2011. "Estimating Rao’s statistic distribution for testing uniform association in cross-classifications," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(10), pages 1978-1990.
    6. Jiménez-Gamero, M.D. & Alba-Fernández, M.V. & Estudillo-Martínez, M.D., 2014. "Burbea–Rao divergence based statistics for testing uniform association," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 99(C), pages 1-18.
    7. Jiménez-Gamero, M.D. & Alba-Fernández, M.V. & Jodrá, P. & Barranco-Chamorro, I., 2015. "An approximation to the null distribution of a class of Cramér–von Mises statistics," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 118(C), pages 258-272.

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