Laplace approximations to hypergeometric functions of two matrix arguments

DOI10.1016/j.jmva.2004.05.010zbMath1075.62015OpenAlexW1987632397MaRDI QIDQ557986

Ronald W. Butler, Andrew T. A. Wood

Publication date: 30 June 2005

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.05.010

zbMATH Keywords

Laplace approximationAsymptotic approximationEigenvalue distributionMatrix-argument hypergeometric function

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17) Applications of hypergeometric functions (33C90)

Related Items (5)

Asymptotic behavior of the distributions of eigenvalues for beta-Wishart ensemble under the dispersed population eigenvalues ⋮ Appell's hypergeometric functions of matrix arguments ⋮ Extended matrix variate hypergeometric functions and matrix variate distributions ⋮ Statistical eigen-inference from large Wishart matrices ⋮ Laplace approximation for Bessel functions of matrix argument

Cites Work

• Maximization of an integral of a matrix function and asymptotic expansions of distributions of latent roots of two matrices
• Latent roots and matrix variates: a review of some asymptotic results
• Inference in canonical correlation analysis
• A recursion and a combinatorial formula for Jack polynomials
• Laplace approximation for Bessel functions of matrix argument
• Asymptotic representations of the densities of canonical correlations and latent roots in MANOVA when the population parameters have arbitrary multiplicity
• Laplace approximations for hypergeometric functions with matrix argument
• The fundamental equations of a submersion
• Asymptotic distribution of the latent roots of the noncentral wishart distribution and the power of the likelihood ratio test for nonadditivity
• The Distribution of the Latent Roots of the Covariance Matrix
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Some Non-Central Distribution Problems in Multivariate Analysis
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