Asymptotic expansions for the distributions of statistics based on a correlation matrix

Sadanori Konishi

Type: Article

Publication Date: 1978-01-01

Citations: 11

DOI: https://doi.org/10.2307/3314825

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Canadian Journal of Statistics - View

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Works That Cite This (7)

Action	Title	Year	Authors
+	Asymptotic expansions for the distributions of functions of a correlation matrix	1979	Sadanori Konishi
+	Second-order accurate inference on eigenvalues of covariance and correlation matrices	2004	Robert J. Boik
+	Principal Eigenportfolios for U.S. Equities	2020	Marco Avellaneda Brian C. Healy Andrew C. Papanicolaou George Papanicolaou
+	Asymptotic expansions for the distributions of statistics based on the sample correlation matrix in principal component analysis	1979	Sadanori Konishi
+	Asymptotic Distributions of Functions of Eigenvalues	1981	Jack C. Lee
+	Principal component models for correlation matrices	2003	Robert J. Boik
+	Effect of a Shrinkage Estimator on the Linear Discriminant Function	1996	Zhao Yi Masayuki Honda Sadanori Konishi

Works Cited by This (5)

Action	Title	Year	Authors
+	On the evaluation of some distributions that arise in simultaneous tests for the equality of the latent roots of the covariance matrix	1974	P. R. Krishnaiah F. J. Schuurmann
+	On a statistic useful in dimensionality reduction in multivariable linear stochastic system	1976	Takatoshi Sugiyama Howell Tong
+	On the ratios of the individual latent roots to the trace of a Wishart matrix	1972	A. W. Davis
+ PDF Chat	Asymptotic Theory for Principal Component Analysis	1963	T. W. Anderson
+	The use and interpretation of principal component analysis in applied research	1964	C. Radhakrishhna Rao