ON ASYMPTOTIC JOINT DISTRIBUTIONS OF EIGENVALUES OF RANDOM MATRICES WHICH ARISE FROM COMPONENTS OF COVARIANCE MODEL

GUI Wenquan; ZHAO Lincheng

首页> 外文期刊>Journal of Systems Science and Complexity >ON ASYMPTOTIC JOINT DISTRIBUTIONS OF EIGENVALUES OF RANDOM MATRICES WHICH ARISE FROM COMPONENTS OF COVARIANCE MODEL

【24h】

ON ASYMPTOTIC JOINT DISTRIBUTIONS OF EIGENVALUES OF RANDOM MATRICES WHICH ARISE FROM COMPONENTS OF COVARIANCE MODEL

机译：协方差模型各组成部分的随机矩阵特征值的渐近联合分布

获取原文

获取原文并翻译 | 示例

开具论文收录证明 >>

页面导航

摘要
著录项
引文网络
相似文献
相关主题

摘要

In this paper, the authors derive the asymptotic joint distributions of the eigenvalues of some random matrices which arise from components of covariance model.

机译：在本文中，作者推导了一些随机矩阵特征值的渐近联合分布，这些特征矩阵是由协方差模型的成分产生的。

著录项

来源
《Journal of Systems Science and Complexity》 |2005年第1期|p.126-135|共10页
作者
GUI Wenquan; ZHAO Lincheng;
展开▼
作者单位

Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026, China;

展开▼
收录信息
原文格式 PDF
正文语种 eng
中图分类数学;
关键词
component of covariance model; eigenstructure analysis; limiting distribution; random matrix;

机译：协方差模型的组成部分;特征结构分析;极限分布;随机矩阵;

相似文献

外文文献
中文文献
专利

1. ON ASYMPTOTIC JOINT DISTRIBUTIONS OF EIGENVALUES OF RANDOM MATRICES WHICH ARISE FROM COMPONENTS OF COVARIANCE MODEL [J] . CUI Wenquan, ZHAO Lincheng, BAI Zhidong 系统科学与复杂性：英文版 . 2005,第001期

机译：协方差模型组成的随机矩阵特征值的渐近联合分布
2. A Comparison of Multilevel Imputation Schemes for Random Coefficient Models: Fully Conditional Specification and Joint Model Imputation with Random Covariance Matrices [J] . Enders Craig K., Hayes Timothy, Du Han Multivariate behavioral research . 2018,第5期

机译：随机系数模型的多级估算方案的比较：随机协方差矩阵完全条件规范与联合模型借出
3. Unbounded largest eigenvalue of large sample covariance matrices: Asymptotics, fluctuations and applications [J] . Merlevede Florence, Najim Jamal, Tian Peng Linear Algebra and its Applications . 2019,第期

机译：大型样品协方差矩阵的无限性最大的特征值：渐近，波动和应用
4. Some results concerning the asymptotic eigenvalues distribution ofblock-Toeplitz matrices related to the generalized orthonormal basisfunction model [C] . Oliveira e Silva T. International Conference on Information Management, Innovation Management and Industrial Engineering . 2010

机译：关于与广义正式基准模型相关的嵌入式特征值分布的一些结果
5. Eigenvalue distributions of random matrices in the permutation group and compact Lie groups. [D] . Wieand, Kelly Lynne. 1998

机译：置换组和紧致李群中随机矩阵的特征值分布。
6. EIGENVALUE DISTRIBUTIONS OF VARIANCE COMPONENTS ESTIMATORS IN HIGH-DIMENSIONAL RANDOM EFFECTS MODELS [O] . Fan Zhou, Iain M. Johnstone -1

机译：高维随机效应模型中方差估计的特征值分布
7. On the asymptotic joint distributions of certain functions of the eigenvalues of four random matrices [O] . Krishnaiah P.R, Lee Jack C 1979

机译：关于四个随机矩阵特征值某些函数的渐近联合分布
8. Asymptotic Joint Distributions of the Eigenvalues of Random Matrices Which Arise under Components of Covariance Model [R] . Bai, Z. D., Krishnaiah, P. R., Zhao, L. C. 1987

机译：协方差模型组成下随机矩阵特征值的渐近联合分布

ON ASYMPTOTIC JOINT DISTRIBUTIONS OF EIGENVALUES OF RANDOM MATRICES WHICH ARISE FROM COMPONENTS OF COVARIANCE MODEL

摘要

著录项

引文网络

相似文献

相关主题

期刊订阅