Exact distributional computations for Roy's statistic and the largest eigenvalue of a Wishart distribution (Q692963)
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English | Exact distributional computations for Roy's statistic and the largest eigenvalue of a Wishart distribution |
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Exact distributional computations for Roy's statistic and the largest eigenvalue of a Wishart distribution (English)
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6 December 2012
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Roy's test
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largest eigenvalue of a Wishart
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\(_2 F_1\) and \(_1 F_1\) hypergeometric functions
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convergence acceleration
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