ON THE LIMITING DISTRIBUTIONS OF THE JACKKNIFE STATISTICS FOR EIGENVALUES OF A SAMPLE COVARIANCE-MATRIX

被引：3

|

作者：

NAGAO, H

机构：

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1985年 / 14卷 / 07期

关键词：

D O I：

10.1080/03610928508828995

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

收藏

页码：1547 / 1567

页数：21

相关论文

共 50 条

[1] JACKKNIFE ESTIMATION OF THE EIGENVALUES OF THE COVARIANCE-MATRIX
ROMANAZZI, M
[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 1993, 15 (02) : 179 - 198
[2] SOME LIMIT-THEOREMS FOR THE EIGENVALUES OF A SAMPLE COVARIANCE-MATRIX
JONSSON, D
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1982, 12 (01) : 1 - 38
[3] ASYMPTOTIC DISTRIBUTIONS OF FUNCTIONS OF THE EIGENVALUES OF SAMPLE COVARIANCE-MATRIX AND CANONICAL CORRELATION MATRIX IN MULTIVARIATE TIME-SERIES
TANIGUCHI, M
KRISHNAIAH, PR
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1987, 22 (01) : 156 - 176
[4] ON THE SINGULARITY OF THE SAMPLE COVARIANCE-MATRIX
TRENKLER, G
[J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 1995, 52 (02) : 172 - 173
[5] ASYMPTOTIC DISTRIBUTIONS OF FUNCTIONS OF A SAMPLE COVARIANCE-MATRIX UNDER THE ELLIPTIC DISTRIBUTION
IWASHITA, T
SIOTANI, M
[J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 1994, 22 (02): : 273 - 283
[6] COVARIANCE-MATRIX OF NORMAL ORDER STATISTICS
DAVIS, CS
STEPHENS, MA
[J]. COMMUNICATIONS IN STATISTICS PART B-SIMULATION AND COMPUTATION, 1977, 6 (01): : 75 - 81
[7] ON THE JACKKNIFE STATISTICS FOR EIGENVALUES AND EIGENVECTORS OF A CORRELATION MATRIX
NAGAO, H
[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1988, 40 (03) : 477 - 489
[8] LIMIT-THEOREM FOR THE EIGENVALUES OF THE SAMPLE COVARIANCE-MATRIX WHEN THE UNDERLYING DISTRIBUTION IS ISOTROPIC
YIN, YQ
KRISHNAIAH, PR
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 1986, 30 (04) : 861 - 867
[9] THE SAMPLING DISTRIBUTIONS AND COVARIANCE-MATRIX OF PHYLOGENETIC SPECTRA
WADDELL, PJ
PENNY, D
HENDY, MD
ARNOLD, G
[J]. MOLECULAR BIOLOGY AND EVOLUTION, 1994, 11 (04) : 630 - 642
[10] EFFECTS OF OBSERVATIONS ON THE EIGENSYSTEM OF A SAMPLE COVARIANCE-MATRIX
WANG, SG
LISKI, EP
[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1993, 36 (2-3) : 215 - 226

← 1 2 3 4 5 →