Latent roots and matrix variates: a review of some asymptotic results. (English) Zbl 0375.62050
MSC:
62H10 | Multivariate distribution of statistics |
Digital Library of Mathematical Functions:
§35.6(iii) Relations to Bessel Functions of Matrix Argument ‣ §35.6 Confluent Hypergeometric Functions of Matrix Argument ‣ Properties ‣ Chapter 35 Functions of Matrix Argument§35.6(i) Definitions ‣ §35.6 Confluent Hypergeometric Functions of Matrix Argument ‣ Properties ‣ Chapter 35 Functions of Matrix Argument