Limiting behavior of the eigenvalues of a multivariate F matrix

Yanqing Yin, Zhidong Bai, P. R. Krishnaiah

Type: Article

Publication Date: 1983-12-01

Citations: 33

DOI: https://doi.org/10.1016/0047-259x(83)90036-2

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Locations

Journal of Multivariate Analysis - View

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+ PDF Chat	Testing in high-dimensional spiked models	2020	Iain M. Johnstone Alexei Onatski
+	The Limiting Eigenvalue Distribution of a Multivariate <i>F</i> Matrix	1985	Jack W. Silverstein
+	METHODOLOGIES IN SPECTRAL ANALYSIS OF LARGE DIMENSIONAL RANDOM MATRICES, A REVIEW	2008	Zhidong Bai
+	Recovery of spectrum from estimated covariance matrices and statistical kernels for machine learning and big data	2018	Saba Amsalu Juntao Duan Heinrich Matzinger Ionel Popescu
+	CLT for large dimensional general Fisher matrices and its applications in high-dimensional data analysis	2014	Shurong Zheng Zhidong Bai Jianfeng Yao
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+ PDF Chat	Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles	2008	Tiefeng Jiang
+	On limiting spectral distribution of product of two random matrices when the underlying distribution is isotropic	1986	Zhidong Bai Yanqing Yin P. R. Krishnaiah
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+ PDF Chat	Random matrix theory in statistics: A review	2013	Debashis Paul Alexander Aue

Works Cited by This (4)

Action	Title	Year	Authors
+	Some limit theorems for the eigenvalues of a sample covariance matrix	1982	Dag Jonsson
+ PDF Chat	The Strong Limits of Random Matrix Spectra for Sample Matrices of Independent Elements	1978	Kenneth W. Wachter
+ PDF Chat	A Limit Theorem for the Norm of Random Matrices	1980	Stuart Geman
+	A limit theorem for the eigenvalues of product of two random matrices	1983	Yanqing Yin P. R. Krishnaiah