Asymptotic Distributions of the Determinants of Some Random Matrices.

Abstract

In the paper, the authors derived the asymptotic distributions of the ratios of the determinants of multivariate quadratic forms. Also, the joint distribution of the ratios of the determinants of the Wishart matrices with a common denominator is derived. The applications of the above distributions are discussed. (Author)

Document Details

Document Type
Technical Report
Publication Date
May 01, 1974
Accession Number
AD0783214

Entities

People

  • Abhinav Gupta
  • Aditi Chattopadhyay
  • P. R. Krishnaiah

Tags

DTIC Thesaurus Topics

  • Algebra
  • Linear Algebra
  • Mathematics
  • Matrices (Mathematics)
  • Wishart Matrices

Fields of Study

  • Mathematics

Readers

  • Statistical inference.