Asymptotics of Eigenvalues and Unit-Length Eigenvectors of Sample Variance and Correlation Matrices

Aspects of Multivariate Statistical Theory

Leon Jay Gleser, Robb J. Muirhead · Technometrics · 1984 · 3.4K citations

Natural Sciences, Biostatistics, Econometrics +13

Matrix Differential Calculus with Applications in Statistics and Econometrics.

J. R. Magnus, Heinz Neudecker · Biometrics · 1988 · 2.7K citations

Social Sciences, Economics, Mathematics +12

Asymptotic Theory for Principal Component Analysis

T. W. Anderson · The Annals of Mathematical Statistics · 1963 · 1.2K citations · Full text

Natural Sciences, Biostatistics, Statistical Modeling +15

On the Sampling Theory of Roots of Determinantal Equations

M. A. Girshick · The Annals of Mathematical Statistics · 1939 · 221 citations · Full text

Natural Sciences, Mathematics, Differential Equations +3

Asymptotic distribution of the sample roots for a nonnormal population

Christine Waternaux · Biometrika · 1976 · 124 citations

Social Sciences, Biostatistics, Population Genetics +8