On the Limiting Empirical Distribution Function of the Eigenvalues of a Multivariate F Matrix.

Abstract

In this paper, the authors derived an explicit expression for the limit of the empirical distribution function of a central multivariate F matrix when the number of variables and degrees of freedom tend to infinity in certain fashion. This distribution is useful in deriving the limiting distributions of certain test statistics which arise in multivariate analysis of variance, canonical correlation analysis and tests for the equality of two covariance matrices. Originator-supplied key words: Large dimensional random matrices, Wishart matrices, Computations, Air Force research. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1984
Accession Number
ADA149818

Entities

People

  • Paruchuri R. Krishnaiah
  • Y. Q. Yin
  • Z. D. Bai

Organizations

  • University of Pittsburgh

Tags

DTIC Thesaurus Topics

  • Air Force
  • Analysis Of Variance
  • Classification
  • Correlation Analysis
  • Data Analysis
  • Data Mining
  • Data Science
  • Distribution Functions
  • Distribution Theory
  • Eigenvalues
  • Equations
  • Information Science
  • Multivariate Analysis
  • Procurement
  • Scientific Research
  • Security
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Linear Algebra
  • Regression Analysis.