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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| Format: | Article |
| Language: | English |
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Faculty of Science, UTM
2009
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| Online Access: | http://eprints.utm.my/9421/1/MamanADjauhari2009_AsymptoticdistributionofSampleCovariance.pdf |
| _version_ | 1825910307554328576 |
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| author | Djauhari, Maman A. |
| author_facet | Djauhari, Maman A. |
| author_sort | Djauhari, Maman A. |
| collection | ePrints |
| description | 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 accurate manner |
| first_indexed | 2024-03-05T18:15:08Z |
| format | Article |
| id | utm.eprints-9421 |
| institution | Universiti Teknologi Malaysia - ePrints |
| language | English |
| last_indexed | 2024-03-05T18:15:08Z |
| publishDate | 2009 |
| publisher | Faculty of Science, UTM |
| record_format | dspace |
| spelling | utm.eprints-94212010-06-10T09:12:20Z http://eprints.utm.my/9421/ Asymptotic distribution of sample covariance determinant Djauhari, Maman A. QA Mathematics 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 accurate manner Faculty of Science, UTM 2009-06 Article PeerReviewed application/pdf en http://eprints.utm.my/9421/1/MamanADjauhari2009_AsymptoticdistributionofSampleCovariance.pdf Djauhari, Maman A. (2009) Asymptotic distribution of sample covariance determinant. Matematika, 25 (1). pp. 79-85. ISSN 0127-8274 http://www.fs.utm.my/matematika/content/view/223/31/ |
| spellingShingle | QA Mathematics Djauhari, Maman A. Asymptotic distribution of sample covariance determinant |
| title | Asymptotic distribution of sample covariance determinant |
| title_full | Asymptotic distribution of sample covariance determinant |
| title_fullStr | Asymptotic distribution of sample covariance determinant |
| title_full_unstemmed | Asymptotic distribution of sample covariance determinant |
| title_short | Asymptotic distribution of sample covariance determinant |
| title_sort | asymptotic distribution of sample covariance determinant |
| topic | QA Mathematics |
| url | http://eprints.utm.my/9421/1/MamanADjauhari2009_AsymptoticdistributionofSampleCovariance.pdf |
| work_keys_str_mv | AT djauharimamana asymptoticdistributionofsamplecovariancedeterminant |