Asymptotic expansions for distributions of latent roots in multivariate analysis
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Chao, John C. & Phillips, Peter C. B., 2002.
"Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables,"
Journal of Econometrics,
Elsevier, vol. 111(2), pages 251-283, December.
- John C. Chao & Peter C.B. Phillips, 1998. "Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables," Cowles Foundation Discussion Papers 1198, Cowles Foundation for Research in Economics, Yale University.
- Chikuse, Yasuko, 1998. "Density Estimation on the Stiefel Manifold," Journal of Multivariate Analysis, Elsevier, vol. 66(2), pages 188-206, August.
- Phillips, Peter C B, 1994.
"Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models,"
Econometric Society, vol. 62(1), pages 73-93, January.
- Peter C.B. Phillips, 1992. "Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models," Cowles Foundation Discussion Papers 1039, Cowles Foundation for Research in Economics, Yale University.
- 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.
- Chikuse, Yasuko, 2003. "Concentrated matrix Langevin distributions," Journal of Multivariate Analysis, Elsevier, vol. 85(2), pages 375-394, May.
More about this item
KeywordsAsymptotic distributions latent roots asymptotic expansions partial-differential equations;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:6:y:1976:i:3:p:369-391. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.