Euler characteristic heuristic for approximating the distribution of the largest eigenvalue of an orthogonally invariant random matrix
type: Item
instance of: scholarly article
title: Euler characteristic heuristic for approximating the distribution of the largest eigenvalue of an orthogonally invariant random matrix
zbMATH Open document ID: 1368.60057
author: Satoshi Kuriki
author: Akimichi Takemura
published in: Journal of Statistical Planning and Inference
publication date: 2008-09-29T00:00:00Z
Mathematics Subject Classification ID: 60G60
Mathematics Subject Classification ID: 15B52
Mathematics Subject Classification ID: 62M40
zbMATH DE Number: 5348331
zbMATH Keywords: random field
zbMATH Keywords: Morse's theorem
zbMATH Keywords: tube method
zbMATH Keywords: wishart distribution
zbMATH Keywords: multivariate beta distribution
zbMATH Keywords: inverse Wishart distribution
MaRDI profile type: Publication
full work available at URL: j.jspi.2006.04.019
OpenAlex ID: W2134394195
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DOI: 10.1016/J.JSPI.2006.04.019
description: scientific article; zbMATH DE number 5348331