Asymptotic distribution of the smallest eigenvalue of wishart(N, n) when N, n →∞such that N/n → 0

Nonparametric Statistical Methods and Related Topics: A Festschrift in Honor of Professor P K Bhattacharya on the Occasion of his 80th Birthday

Volumn , Issue , 2011, Pages 423-458

  Paul, Debashis ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ASYMPTOTIC DISTRIBUTIONS; GAUSSIANS; HERMITIANS; N-MATRIX; SMALLEST EIGENVALUE; WISHART;

EIGENVALUES AND EIGENFUNCTIONS;

EID: 84974588248     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1142/9789814366571_0022     Document Type: Chapter

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