Abstract: | Let X ∈ R be a random vector with a distribution which is invariant under rotations within the subspaces Vj (dim Vj. = qj) whose direct sum is R. The large sample distributions of the eigenvalues and vectors of Mn= n-1Σnl xixi are studied. In particular it is shown that several eigenvalue results of Anderson & Stephens (1972) for uniformly distributed unit vectors hold more generally. |