LIMITING DISTRIBUTION OF ROOTS WITH DIFFERENTIAL RATES OF CONVERGENCE

被引：0

作者：

REMADI, S ^{[1
]}

AMEMIYA, Y ^{[1
]}

机构：

[1] IOWA STATE UNIV SCI & TECHNOL,DEPT STAT,AMES,IA 50011

来源：

STATISTICS & PROBABILITY LETTERS | 1993年 / 17卷 / 03期

关键词：

GENERALIZED EIGENVALUES; NONDEGENERATE ASYMPTOTIC DISTRIBUTION; MULTIVARIATE COVARIANCE COMPONENT;

D O I：

10.1016/0167-7152(93)90173-G

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：

Some general results on the limiting distribution of the roots of \A(n)- lambdaB(n)\ = 0 are given, incorporating differential rates of convergence of A(n), B(n), and the roots. The results are applied to the multivariate covariance component problem.

引用

页码：237 / 244

页数：8

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