A relatively obscure eigenvalue due to Wielandt is used to give a simple derivation of the asymptotic distribution of the eigenvalues of a random symmetric matrix. The asymptotic distributions are ...
This is a preview. Log in through your library . Abstract Brown and Zhao (2012) (Sankhyā, Series A, Volume 64, pp 611-625) developed a new test for the Poisson distribution and compared it with the ...
Suppose that D 0 is the deviance resulting from fitting a generalized linear model and that D 1 is the deviance from fitting a submodel. Then, under appropriate regularity conditions, the asymptotic ...
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