Asymptotic expansions for the distributions of the sample roots under nonnormality
Asymptotic expansions for the distributions of the sample roots under nonnormality
复制标题
非正态下样本根分布的渐近展开
DOI：
10.1093/biomet/67.1.45
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发表时间：
1980
期刊：
影响因子：
2.7
通讯作者：
Y. Fujikoshi
中科院分区：
文献类型：
--
作者：
Y. Fujikoshi
摘要研究了母体为非正态分布时样本协方差矩阵的潜根分布。通过寻找Edgeworth展开式，给出了样本根的边缘分布和联合分布以及样本根函数的分布的渐近展开式。
SUMMARY The distribution of the latent roots of the sample covariance matrix is studied when the parent population is nonnormal. Asymptotic expansions of the marginal and joint distributions of the sample roots and the distribution of a function of the sample roots are given, by finding the Edgeworth expansions.