Asymptotic distributions of the latent roots of the covariance matrix with multiple population roots
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- Peter D. Hoff, 2009. "A hierarchical eigenmodel for pooled covariance estimation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(5), pages 971-992.
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KeywordsAsymptotic expansions distribution of latent roots of a covariance matrix hypergeometric functions multiple latent roots partial-differential equations;
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