Summary
A brief review of some recent developments of asymptotic distributions of eigenvalues is given. Emphasis is on the joint distributions of analytic functions of eigenvalues. The random matrices considered are Wishart, correlation, MANOVA, and canonical correlation.
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© 1981 D. Reidel Publishing Company
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Lee, J.C. (1981). Asymptotic Distributions of Functions of Eigenvalues. In: Taillie, C., Patil, G.P., Baldessari, B.A. (eds) Statistical Distributions in Scientific Work. NATO Advanced Study Institutes Series, vol 79. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-8549-0_25
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DOI: https://doi.org/10.1007/978-94-009-8549-0_25
Publisher Name: Springer, Dordrecht
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