Laplace approximations for hypergeometric functions with matrix argument
DOI10.1214/aos/1031689021zbMath1029.62047OpenAlexW1970432641MaRDI QIDQ1848969
Andrew T. A. Wood, Ronald W. Butler
Publication date: 14 November 2002
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aos/1031689021
likelihood ratio testGauss hypergeometric functionLaplace approximationConfluent hypergeometric functionmatrix-argument
Multivariate distribution of statistics (62H10) Approximations to statistical distributions (nonasymptotic) (62E17) Confluent hypergeometric functions, Whittaker functions, ({}_1F_1) (33C15) Hypergeometric functions (33C99)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Bessel functions of matrix argument
- Approximating the matrix Fisher and Bingham distributions: Applications to spherical regression and Procrustes analysis
- Smoothing of the Stokes phenomenon using Mellin-Barnes integrals
- Expressions for some hypergeometric functions of matrix argument with applications
- Further asymptotic formulas for the non-null distributions of three statistics for multivariate linear hypothesis
- Asymptotic expansions for distributions of latent roots in multivariate analysis
- Latent roots and matrix variates: a review of some asymptotic results
- Inference in canonical correlation analysis
- Density estimation on the Stiefel manifold
- On large deviations and choice of ancillary for \(p^*\) and \(r^*\)
- Laplace Approximations for Natural Exponential Families with Cuts
- Saddle point approximation for the distribution of the sum of independent random variables
- Uniform, Exponentially Improved, Asymptotic Expansions for the Confluent Hypergeometric Function and Other Integral Transforms
- Saddlepoint approximations for the Bartlett-Nanda-Pillai trace statistic in multivariate analysis
- Saddlepoint approximations for P-values of some tests of covariance matrices
- Hypergeometric Functions of Scalar Matrix Argument are Expressible in Terms of Classical Hypergeometric Functions
- Exponentially-Improved Asymptotic Solutions of Ordinary Differential Equations I: The Confluent Hypergeometric Function
- On the Distribution of the Largest Latent Root of the Covariance Matrix
- Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence
- Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
- Some Non-Central Distribution Problems in Multivariate Analysis
- Laplace approximations to posterior moments and marginal distributions on circles, spheres, and cylinders
This page was built for publication: Laplace approximations for hypergeometric functions with matrix argument