Expressions for some hypergeometric functions of matrix argument with applications

DOI10.1016/0047-259X(75)90046-9zbMath0312.62042MaRDI QIDQ1219653

Robb J. Muirhead

Publication date: 1975

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Eigenvalues, singular values, and eigenvectors (15A18) Classical hypergeometric functions, ({}_2F_1) (33C05)

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Cites Work

• Bessel functions of matrix argument
• Bounds for the distribution functions of the extreme latent roots of a sample covariance matrix
• An Asymptotic Expansion for the Distribution of the Latent Roots of the Estimated Covariance Matrix
• Systems of Partial Differential Equations for Hypergeometric Functions of Matrix Argument
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Some Non-Central Distribution Problems in Multivariate Analysis
• The Non-Central Wishart Distribution and Certain Problems of Multivariate Statistics
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