Asymptotic Expansions for the Distributions of the Sample Roots Under Nonnormality
研究了非正态总体下样本协方差矩阵特征根的分布，给出了样本根边际分布、联合分布及其函数分布的Edgeworth渐近展开式。
The distribution of the latent roots of the sample covariance matrix is studied when the parent population is nonnormal. Asymptotic expansions of the marginal and joint distributions of the sample roots and the distribution of a function of the sample roots are given, by finding the Edgeworth expansions.