Research Catalog

Asymptotic spectral analysis of cross-product matrices.

Title
  1. Asymptotic spectral analysis of cross-product matrices.
Published by
  1. Ft. Belvoir Defense Technical Information Center NOV 1982.

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Details

Additional authors
  1. Princeton University - Department of Statistics
  2. Watson, G. S.
Description
  1. 26 p.
Summary
  1. T.W. Anderson (1963) derived the asymptotic distribution of the eigenvalues and vectors of the covariance matrix of a sample from a Gaussian distribution. Davis (1977) took his basic method and used it to get some results for the non-Gaussian case. The non-Gaussian case is of interest either because one wants to study the sensitivity of methods to deviations from Gaussianity - see e.g. Muirhead (1982) - or because one has to deal with other distributions. (Author).
Subject
  1. Eigenvalues
  2. Vector analysis
  3. Matrices(mathematics)
  4. Statistics and Probability
  5. Statistical distributions
  6. Covariance
  7. Asymptotic series
Owning institution
  1. Princeton University Library
Access (note)
  1. APPROVED FOR PUBLIC RELEASE.