The Limiting Eigenvalue Distribution of a Multivariate <i>F</i> Matrix

Jack W. Silverstein

Type: Article

Publication Date: 1985-05-01

Citations: 58

DOI: https://doi.org/10.1137/0516047

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SIAM Journal on Mathematical Analysis - View

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+	Some limit theorems for the eigenvalues of a sample covariance matrix	1982	Dag Jonsson
+	Spectral Analysis of Networks with Random Topologies	1977	Ulf Grenander Jack W. Silverstein
+ PDF Chat	The Strong Limits of Random Matrix Spectra for Sample Matrices of Independent Elements	1978	Kenneth W. Wachter
+	Limiting behavior of the eigenvalues of a multivariate F matrix	1983	Yanqing Yin Zhidong Bai P. R. Krishnaiah
+	A limit theorem for the eigenvalues of product of two random matrices	1983	Yanqing Yin P. R. Krishnaiah