Asymptotic distributions of functions of the eigenvalues of sample covariance matrix and canonical correlation matrix in multivariate time series

✍ Scribed by M Taniguchi; P.R Krishnaiah

• Publisher: Elsevier Science
• Year: 1987
• Tongue: English
• Weight: 766 KB
• Volume: 22
• Category: Article
• ISSN: 0047-259X
• DOI: 10.1016/0047-259x(87)90083-2