Asymptotic distribution of sample covariance determinant

Under normality, an asymptotic distribution of sample covariance determinant will be derived. We show that this asymptotic distribution is more applicable in practice than the classical one. This will justify its usefulness in inferential study and other applications in a more comprehensive and accu...

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Detalhes bibliográficos
Autor principal: Djauhari, Maman A.
Formato: Artigo
Idioma:English
Publicado em: Faculty of Science, UTM 2009
Assuntos:
Acesso em linha:http://eprints.utm.my/9421/1/MamanADjauhari2009_AsymptoticdistributionofSampleCovariance.pdf