Asymptotic behavior of the distributions of eigenvalues for beta-Wishart ensemble under the dispersed population eigenvalues
From MaRDI portal
Publication:6053881
DOI10.1080/03610926.2022.2050404OpenAlexW4220939343MaRDI QIDQ6053881
Koki Shimizu, Unnamed Author, Hiroki Hashiguchi
Publication date: 24 October 2023
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2022.2050404
Haar measuregamma distributionLaplace approximationJack polynomialhypergeometric function of matrix arguments
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The efficient evaluation of the hypergeometric function of a matrix argument
- The holonomic gradient method for the distribution function of the largest root of a Wishart matrix
- On Wishart distribution: some extensions
- Laplace approximations to hypergeometric functions of two matrix arguments
- On the exact finite series distribution of the smallest or the largest root of matrices in three situations
- Complex singular Wishart matrices and applications
- On the distribution of the largest eigenvalue in principal components analysis
- Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix
- Complex random matrices and Rayleigh channel capacity
- Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix
- A theorem on the asymptotic behavior of a multiple integral
- Eigenvalue distributions of beta-Wishart matrices
- Eigenvalues and Condition Numbers of Complex Random Matrices
- Matrix models for beta ensembles
- NUMERICAL COMPUTATION ON DISTRIBUTIONS OF THE LARGEST AND THE SMALLEST LATENT ROOTS OF THE WISHART MATRIX
- Zonal Polynomials and Hypergeometric Functions of Quaternion Matrix Argument
- The beta-Wishart ensemble
- On the Distribution of the Largest Latent Root of the Covariance Matrix
- The Distribution of the Latent Roots of the Covariance Matrix
- Asymptotic Expansions for Distributions of the Roots of Two Matrices from Classical and Complex Gaussian Populations
- Derivatives of the characteristic root of a synmetric or a hermitian matrix with two applications in multivariate analysis
- Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
- Some Non-Central Distribution Problems in Multivariate Analysis
- Expressing the largest eigenvalue of a singular beta F-matrix with heterogeneous hypergeometric functions