A Note on Asymptotic Joint Distribution of the Eigenvalues of a Noncentral Multivariate F Matrix.

Abstract

In an article written by HSU, the proof of the basic Lemma 3 is based on Lemma 1 which is wrong. The aim of this document is to correct the proof of Lemma 3 and consequently to ensure the main theorem in Hsu's work. Keywords: Hsu's theorem; Limiting distribution; Normal populations. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1984
Accession Number
ADA160422

Entities

People

  • Z. D. Bai

Organizations

  • University of Pittsburgh

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Air Force
  • Data Science
  • Discriminant Analysis
  • Distribution Functions
  • Eigenvalues
  • Equations
  • Governments
  • Information Science
  • Mathematical Analysis
  • Multivariate Analysis
  • Numbers
  • Polynomials
  • Probability
  • Random Variables
  • Statistics
  • United States Government

Fields of Study

  • Mathematics

Readers

  • Linear Algebra
  • Statistical inference.