Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribution
نویسندگان
چکیده
منابع مشابه
Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed
We consider the asymptotic joint distribution of the eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues become infinitely dispersed. We show that the normalized sample eigenvalues and the relevant elements of the sample eigenvectors are asymptotically all mutually independently distributed. The limiting distributions of the normalized sample eigenvalues are chi-squar...
متن کاملComplex Noncentral Wishart
This paper derives new simplified analytical cumulative density functions for the eigenvalues of complex noncentral Wishart matrix of size 2 × 2. Such distributions are often encountered in Multiple Input Multiple Output (MIMO) Ricean channels. The results derived herein are general for any arbitrary non-centrality matrix, and they account the cases having identical or non-identical eigenvalues...
متن کاملOn Stochastic Majorization of the Eigenvalues of a Wishart Matrix
In multivariate statistical analysis. orthogonally invariant sets of real positive definite pxp matrices occur as acceptance regions for tests of invariant hypotheses concerning the covariance matrix [ of a multivariate normal distribution. Equivalently. orthogonally invariant acceptance regions can be expressed in terms of the eigenvalues I, (S). .... lp(S) of a random Wishart matrix S Wp(n. [...
متن کاملthe effect of taftan pozzolan on the compressive strength of concrete in the environmental conditions of oman sea (chabahar port)
cement is an essential ingredient in the concrete buildings. for production of cement considerable amount of fossil fuel and electrical energy is consumed. on the other hand for generating one tone of portland cement, nearly one ton of carbon dioxide is released. it shows that 7 percent of the total released carbon dioxide in the world relates to the cement industry. considering ecological issu...
study of cohesive devices in the textbook of english for the students of apsychology by rastegarpour
this study investigates the cohesive devices used in the textbook of english for the students of psychology. the research questions and hypotheses in the present study are based on what frequency and distribution of grammatical and lexical cohesive devices are. then, to answer the questions all grammatical and lexical cohesive devices in reading comprehension passages from 6 units of 21units th...
ذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2005
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2003.01.001