Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix (Q2022544): Difference between revisions

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English	Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix	scientific article

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scholarly article

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title

Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix (English)

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Journal of Multivariate Analysis

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publication date

29 April 2021

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full work available at URL

https://arxiv.org/abs/1912.03903

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zbMATH Keywords

hypergeometric functions

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singular Wishart distribution

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Stiefel manifold

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largest eigenvalue

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MaRDI profile type

MaRDI publication profile

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cites work

On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension

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Distribution of the product of a singular Wishart matrix and a normal vector

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Properties of the singular, inverse and generalized inverse partitioned Wishart distributions

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Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution

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Some Non-Central Distribution Problems in Multivariate Analysis

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Distribution theory of quadratic forms for matrix multivariate elliptical distribution

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Q2923053

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On Wishart distribution: some extensions

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Q4687052

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Wishart and pseudo-Wishart distributions and some applications to shape theory

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Eigenvalue distributions of beta-Wishart matrices

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Q4935984

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NUMERICAL COMPUTATION ON DISTRIBUTIONS OF THE LARGEST AND THE SMALLEST LATENT ROOTS OF THE WISHART MATRIX

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The holonomic gradient method for the distribution function of the largest root of a Wishart matrix

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Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method

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Distributions of Matrix Variates and Latent Roots Derived from Normal Samples

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Q5631870

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On the exact finite series distribution of the smallest or the largest root of matrices in three situations

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The efficient evaluation of the hypergeometric function of a matrix argument

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Zonal Polynomials and Hypergeometric Functions of Quaternion Matrix Argument

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The Density Functions of the Singular Quaternion Normal Matrix and the Singular Quaternion Wishart Matrix

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Q4337018

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Q5603720

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Q3219581

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Complex singular Wishart matrices and applications

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Quadratic Forms on Complex Random Matrices and Multiple-Antenna Systems

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Eigenvalues and Condition Numbers of Complex Random Matrices

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Singular Wishart and multivariate beta distributions

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Q3854462

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Some combinatorial properties of Jack symmetric functions

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On the Distribution of the Largest Latent Root of the Covariance Matrix

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On singular Wishart and singular multivariate beta distributions

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Identifiers

zbMATH Open document ID

1464.62220

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DOI

10.1016/j.jmva.2020.104714

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2022544

@@ Property / cites work @@
+On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension
+Normal rank
@@ Property / cites work @@
+Distribution of the product of a singular Wishart matrix and a normal vector
+Normal rank
@@ Property / cites work @@
+Properties of the singular, inverse and generalized inverse partitioned Wishart distributions
+Normal rank
@@ Property / cites work @@
+Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution
+Normal rank
@@ Property / cites work @@
+Some Non-Central Distribution Problems in Multivariate Analysis
+Normal rank
@@ Property / cites work @@
+Distribution theory of quadratic forms for matrix multivariate elliptical distribution
+Normal rank
@@ Property / cites work @@
+Q2923053
@@ Property / cites work: Q2923053 / rank @@
+Normal rank
@@ Property / cites work @@
+On Wishart distribution: some extensions
@@ Property / cites work: On Wishart distribution: some extensions / rank @@
+Normal rank
@@ Property / cites work @@
+Q4687052
@@ Property / cites work: Q4687052 / rank @@
+Normal rank
@@ Property / cites work @@
+Wishart and pseudo-Wishart distributions and some applications to shape theory
+Normal rank
@@ Property / cites work @@
+Eigenvalue distributions of beta-Wishart matrices
@@ Property / cites work: Eigenvalue distributions of beta-Wishart matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Q4935984
@@ Property / cites work: Q4935984 / rank @@
+Normal rank
@@ Property / cites work @@
+NUMERICAL COMPUTATION ON DISTRIBUTIONS OF THE LARGEST AND THE SMALLEST LATENT ROOTS OF THE WISHART MATRIX
+Normal rank
@@ Property / cites work @@
+The holonomic gradient method for the distribution function of the largest root of a Wishart matrix
+Normal rank
@@ Property / cites work @@
+Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method
+Normal rank
@@ Property / cites work @@
+Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
+Normal rank
@@ Property / cites work @@
+Q5631870
@@ Property / cites work: Q5631870 / rank @@
+Normal rank
@@ Property / cites work @@
+On the exact finite series distribution of the smallest or the largest root of matrices in three situations
+Normal rank
@@ Property / cites work @@
+The efficient evaluation of the hypergeometric function of a matrix argument
+Normal rank
@@ Property / cites work @@
+Zonal Polynomials and Hypergeometric Functions of Quaternion Matrix Argument
+Normal rank
@@ Property / cites work @@
+The Density Functions of the Singular Quaternion Normal Matrix and the Singular Quaternion Wishart Matrix
+Normal rank
@@ Property / cites work @@
+Q4337018
@@ Property / cites work: Q4337018 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5603720
@@ Property / cites work: Q5603720 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3219581
@@ Property / cites work: Q3219581 / rank @@
+Normal rank
@@ Property / cites work @@
+Complex singular Wishart matrices and applications
+Normal rank
@@ Property / cites work @@
+Quadratic Forms on Complex Random Matrices and Multiple-Antenna Systems
+Normal rank
@@ Property / cites work @@
+Eigenvalues and Condition Numbers of Complex Random Matrices
+Normal rank
@@ Property / cites work @@
+Singular Wishart and multivariate beta distributions
+Normal rank
@@ Property / cites work @@
+Q3854462
@@ Property / cites work: Q3854462 / rank @@
+Normal rank
@@ Property / cites work @@
+Some combinatorial properties of Jack symmetric functions
+Normal rank
@@ Property / cites work @@
+On the Distribution of the Largest Latent Root of the Covariance Matrix
+Normal rank
@@ Property / cites work @@
+On singular Wishart and singular multivariate beta distributions
+Normal rank