The holonomic gradient method for the distribution function of the largest root of a Wishart matrix
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Publication:391611
DOI10.1016/j.jmva.2013.03.011zbMath1282.33010arXiv1201.0472OpenAlexW2107704778MaRDI QIDQ391611
Yasuhide Numata, Akimichi Takemura, Hiroki Hashiguchi, Nobuki Takayama
Publication date: 10 January 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1201.0472
Wishart matrixcomputer algorithmconfluent hypergeometric functionsFunctions of matrix argumentholonomic gradient methodzonal polynomial
Multivariate distribution of statistics (62H10) Solutions to PDEs in closed form (35C05) Confluent hypergeometric functions, Whittaker functions, ({}_1F_1) (33C15)
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Cites Work
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