Asymptotic Distributions of the Determinants of some Random Matrices
Titel:
Asymptotic Distributions of the Determinants of some Random Matrices
Auteur:
Gupta, A. K. Chattopadhyay, A. K. Krishnaiah, P. R.
Verschenen in:
Communications in statistics
Paginering:
Jaargang 4 (1975) nr. 1 pagina's 33-47
Jaar:
1975
Inhoud:
Let S1, …Sk+r be independently distributed as central Wishart matrices with n1…, nk+r degrees of freedom and let E(Si)=niΣi, i = 1, …, k+r. In this paper, the authors have derived the asymptotic distributions of the statistics[image omitted] [image omitted] and[image omitted] where[image omitted] [image omitted] [image omitted] [image omitted] [image omitted] [image omitted] The joint asymptotic distribution of the statistics -√N log [image omitted] , (i = 1, …, k-1) where [image omitted] is also derived.