References
- Anderson, T. W. 2003. An introduction to multivariate statistical analysis. New York: Wiley.
- Benton, D., and K. Krishnamoorthy. 2002. Performance of the parametric bootsrap method in small sample interval estimates. Advances and Applications and Statistics 2 (3):269–85.
- Berman, R., and M. S. Srivastava. 1985. Bootstrap tests and confidence regions for functions of covariance matrix. The Annals of Statistics 13 (1):95–115. doi: https://doi.org/10.1214/aos/1176346579.
- Cheriyan, K. C. 1941. A bivariate correlated gamma-type distribution function. Journal of the Indian Mathematical Society 5:133–44.
- Cramér, H. 1962. Mathematical methods of statistics. Bombay, Calcutta, New Delhi, Madras, London, New York: Asia Publishing House.
- Fang, C., and P. R. Krishnaiah. 1982. Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations. Journal of Multivariate Analysis 12 (1):39–63. doi: https://doi.org/10.1016/0047-259X(82)90081-1.
- Fujikoshi, Y. 1980. Asymptotic expansions for the distributions of the sample roots under nonnormality. Biometrika 67 (1):45–51. doi: https://doi.org/10.1093/biomet/67.1.45.
- Harville, D. A. 1997. Matrix algebra from a statistician’s perspective. New York-Berlin-Heilderberg-Barcelona-Hong Kong-London-Milan-Paris-Singapore-Tokyo: Springer.
- Kendall, M. G., and A. Stuart. 1963. The advanced theory of statistics. Volume 1, Distribution Theory. London: Charles Griffin & Co., Ltd.
- Kotz, S., N. Balakrishnan, and N. L. Johnson. 2000. Continous Multivariate Distributions. Vol. 1: Models and applications. 2nd edition. New York-Chichester-Weinheim-Brisbane-Singapore-Toronto: John Wiley & Sons, Inc.
- Mathai, A. M. 1981. Distribution of the canonical correlation matrix. Annals of the Institute of Statistical Mathematics 33 (1):35–43. doi: https://doi.org/10.1007/BF02480917.
- Muirhead, B. J., and C. M. Waternaux. 1980. Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations. Biometrika 67 (1):31–43. doi: https://doi.org/10.1093/biomet/67.1.31.
- Nagao, H. 1988. On the jackknife statistics for eigenvalues and eigenvectors of a correlation matrix. Annals of the Institute of Statistical Mathematics 40 (3):477–89. doi: https://doi.org/10.1007/BF00053060.
- Pastur, L., and M. Shcherbina. 2010. Eigenvalue distribution of large random matrices. Mathematical surveys and monographs. vol. 171, Providence, RI: American Mathematical Society.
- Prakasa Rao, B. L. S. 1987. Asymptotic theory of statistical inference. New York, Chichester, Brisbane, Toronto, Singapore: John Wiley & Sons.
- Ramabhadran, V. R. 1951. A multivariate gamma-type distribution. Sankhya 11:45–6.
- Seo, T., T. Kanda, and Y. Fujikoshi. 1994. The effects on the distributions of sample canonical correlations under nonnormality. Communication in Statistics- Theory and Methods 23 (9):2615–28. doi: https://doi.org/10.1080/03610929408831406.
- Siotani, M., and T. Hayakawa, X. Fujikoshi. 1985. Modern multivariate statistical analysis. A graduate course and handbook. Vol. 9. Columbus, OH: American Sciences Press, Inc., 1985, xiv, 759 pp.
- Slutsky, E. 1925. Uber stochastische asymptoten und grenzwerte. Metron 5:1–90.
- Wishart, J. 1928. The generalised product moment distribution in samples from a normal multivariate population. Biometrika 20A (1–2):32–52. JFM 54.0565.02. JSTOR 2331939. doi: https://doi.org/10.1093/biomet/20A.1-2.32.