Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method (Q1742747)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method
scientific article

    Statements

    Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method (English)
    0 references
    0 references
    0 references
    0 references
    12 April 2018
    0 references
    \(D\)-modules
    0 references
    equality of covariance matrices
    0 references
    Gröbner basis
    0 references
    hypergeometric function of a matrix argument
    0 references
    Roy's maximum root test
    0 references
    zonal polynomial
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references