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Asymptotic distributions of the latent roots with multiple population roots in multiple discriminant analysis

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Abstract

Asymptotic expansions are derived for the confluent hypergeometric function1 F 1(a; c; R, S) with two argument matrices, which appears in the joint density function of the latent roots in multiple discriminant analysis, whenR is “large” and each of the latent roots ofR assumes the general multiplicity. Laplace's method and a partial differential equation method are utilized in the derivation.

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Authors and Affiliations

  1. Radiation Effects Research Foundation, Hiroshima, Japan

    Yasuko Chikuse

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  1. Yasuko Chikuse
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Chikuse, Y. Asymptotic distributions of the latent roots with multiple population roots in multiple discriminant analysis. Ann Inst Stat Math 30, 57–62 (1978). https://doi.org/10.1007/BF02480200

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  • DOI: https://doi.org/10.1007/BF02480200

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