A Note on Asymptotic Joint Distribution of the Eigenvalues of a Noncentral Multivariate F Matrix.
PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS
Pagination or Media Count:
In an article written by HSU, the proof of the basic Lemma 3 is based on Lemma 1 which is wrong. The aim of this document is to correct the proof of Lemma 3 and consequently to ensure the main theorem in Hsus work. Keywords Hsus theorem Limiting distribution Normal populations. Author
- Statistics and Probability