Asymptotic Distributions of Functions of the Eigenvalues of the Real and Complex Noncentral Wishart Matrices

Abstract

In this paper, the authors derived asymptotic expressions for the joint densities of various functions of the noncentral real and complex Wishart matrices. Applications of the above results are also discussed in the area of reduction of dimensionality and testing for the structure of interaction in two- way classification with one observation per cell.

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1980
Accession Number
ADA092191

Entities

People

  • Cheng Fang
  • Paruchuri R. Krishnaiah

Organizations

  • University of Pittsburgh

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Air Force
  • Analysis Of Variance
  • Classification
  • Covariance
  • Data Science
  • Eigenvalues
  • Equations
  • Factor Analysis
  • Information Science
  • Observation
  • Scientific Research
  • Statistical Algorithms
  • Statistical Analysis
  • Statistics
  • United States
  • Universities
  • Wishart Matrices

Fields of Study

  • Mathematics

Readers

  • Analytical Mechanics
  • Calculus or Mathematical Analysis
  • Regression Analysis.