On the asymptotic distributions of certain functional of eigenvalues of correlation matrices

Jack Lee; P. Krishnalah

Banach Center Publications (1980)

  • Volume: 6, Issue: 1, page 229-237
  • ISSN: 0137-6934

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Lee, Jack, and Krishnalah, P.. "On the asymptotic distributions of certain functional of eigenvalues of correlation matrices." Banach Center Publications 6.1 (1980): 229-237. <http://eudml.org/doc/209121>.

@article{Lee1980,
author = {Lee, Jack, Krishnalah, P.},
journal = {Banach Center Publications},
keywords = {linear combinations of roots of correlation matrices; complex multivariate normal; multivariate Hermite polynomials},
language = {eng},
number = {1},
pages = {229-237},
title = {On the asymptotic distributions of certain functional of eigenvalues of correlation matrices},
url = {http://eudml.org/doc/209121},
volume = {6},
year = {1980},
}

TY - JOUR
AU - Lee, Jack
AU - Krishnalah, P.
TI - On the asymptotic distributions of certain functional of eigenvalues of correlation matrices
JO - Banach Center Publications
PY - 1980
VL - 6
IS - 1
SP - 229
EP - 237
LA - eng
KW - linear combinations of roots of correlation matrices; complex multivariate normal; multivariate Hermite polynomials
UR - http://eudml.org/doc/209121
ER -

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