ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTIONS OF THE SAMPLE ROOTS UNDER NON-NORMALITY
成果类型：
Article
署名作者：
FUJIKOSHI, Y
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
发表日期：
1980
页码：
4551
关键词：
摘要：
The distribution of latent roots of the sample covariance matrix is studied when the parent population is nonnormal. Asymptotic expansions of the marginal and joint distributions of the sample roots and the distribution of a function of the sample roots are given by finding the Edgeworth expansions.