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

1978 ◽  
Vol 30 (3) ◽  
pp. 377-383
Author(s):  
Hisao Nagao
Keyword(s):  
Asymptotic Expansion ◽  
Wishart Matrix ◽  
Latent Roots

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

1975 ◽  
Vol 27 (1) ◽  
pp. 357-363 ◽  
Author(s):  
Fumiko Hirakawa
Keyword(s):  
Wishart Matrix ◽  
Latent Roots

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

1972 ◽  
Vol 43 (5) ◽  
pp. 1498-1506 ◽  
Author(s):  
Christopher Bingham
Keyword(s):  
Asymptotic Expansion ◽  
Wishart Matrix

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

1981 ◽  
Vol 33 (1) ◽  
pp. 27-33 ◽  
Author(s):  
Sadanori Konishi ◽  
Takakazu Sugiyama
Keyword(s):  
Wishart Matrix ◽  
Approximations To Distributions ◽  
Latent Roots

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

1972 ◽  
Vol 24 (1) ◽  
pp. 1-17 ◽  
Author(s):  
Takesi Hayakawa
Keyword(s):  
Wishart Matrix ◽  
Central Case ◽  
Latent Roots

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

1972 ◽  
Vol 2 (4) ◽  
pp. 440-443 ◽  
Author(s):  
A.W. Davis
Keyword(s):  
Wishart Matrix ◽  
The Individual ◽  
Latent Roots
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