Latent Roots and Matrix Variates: A Review of Some Asymptotic Results

• 1 January 1978
• journal article
• review article
• Published by Institute of Mathematical Statistics in The Annals of Statistics
• Vol. 6  (1) , 5-33
• https://doi.org/10.1214/aos/1176344063

Abstract

Keywords

• POWER SERIES
• DISCRIMINANT ANALYSIS
• CANONICAL CORRELATION
• ASYMPTOTIC DISTRIBUTION
• HYPERGEOMETRIC FUNCTION
• HYPERGEOMETRIC FUNCTIONS
• PRINCIPAL COMPONENTS
• DIFFERENTIAL EQUATION
• PRINCIPAL COMPONENT
• SAMPLE SIZE