Accession Number : ADA186387

Title :   On the Asymptotic Joint Distributions of the Eigenvalues of Random Matrices Which Arise under Components of Covariance Model.

Descriptive Note : Technical rept.,

Corporate Author : PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS

Personal Author(s) : Bai, Z D ; Krishnaiah, P R ; Zhao, L C

PDF Url : ADA186387

Report Date : Jun 1987

Pagination or Media Count : 18

Abstract : In this paper, the authors derived asymptotic joint distributions of the eigenvalues of some random matrices which arise under components of covariance model. Keywords: Eigenstructure analysis; Multivariate analysis; Analysis of variance.

Descriptors :   *MATRIX THEORY, *PROBABILITY DISTRIBUTION FUNCTIONS, ASYMPTOTIC SERIES, COVARIANCE, EIGENVALUES, MULTIVARIATE ANALYSIS, MATHEMATICAL MODELS

Subject Categories : Theoretical Mathematics
      Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE