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
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
0 references
0 references
0 references