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
收藏
页码：237 / 244
页数：8
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