Journal of the Japan Statistical Society, Japanese Issue
Online ISSN : 2189-1478
Print ISSN : 0389-5602
ISSN-L : 0389-5602
PERTURBATION OF A MATRIX FUNCTION AND ITS APPLICATION TO MULTIVARIATE ANALYSIS
Masashi OkamotoYasunori Fujikoshi
Author information
JOURNAL FREE ACCESS

1976 Volume 6 Issue 2 Pages 33-37

Details
Abstract
This paper gives an explicit expression for the first-order perturbation for a certain matrix (-valued) function of a real symmetric matrix. As an application the asymptotic distribution of a matrix function of a Wishart matrix as the number of degrees of freedom tends to infinity is obtained.
Content from these authors
© Japan Statistical Society
Previous article Next article
feedback
Top