Sheena, Yo; Takemura, Akimichi - In: Journal of Multivariate Analysis 99 (2008) 4, pp. 751-775
This paper deals with the asymptotic distribution of Wishart matrix and its application to the estimation of the population matrix parameter when the population eigenvalues are block-wise infinitely dispersed. We show that the appropriately normalized eigenvectors and eigenvalues asymptotically...