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Asymptotic distribution of a generalized Hotelling'sT02in the doubly noncentral case

✍ Scribed by Takesi Hayakawa


Publisher
Springer Japan
Year
1981
Tongue
English
Weight
383 KB
Volume
33
Category
Article
ISSN
0020-3157

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We consider symmetric Toeplitz matrices n t jrΓ€sj n rYs1 with t r aq r baq r , where a and b are real and 0 `q `1. We give formulas for det n and Γ€1 n , and show that if a Γ€ b 1 and b T 0 then n has eigenvalues k 1n `k2n `Á Á Á `knn such that lim n3I k 1n Γ€I, lim n3I k nn I, and fk 2n Y F F F Y k nΓ€