Asymptotic distribution of sample covariance determinant

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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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Bibliographic Details
Main Author:	Djauhari, Maman A.
Format:	Article
Language:	English
Published:	Faculty of Science, UTM 2009
Subjects:	QA Mathematics
Online Access:	http://eprints.utm.my/9421/ http://eprints.utm.my/9421/1/MamanADjauhari2009_AsymptoticdistributionofSampleCovariance.pdf

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