Laplace approximations for hypergeometric functions with matrix argument

DOI10.1214/AOS/1031689021zbMATH Open1029.62047OpenAlexW1970432641MaRDI QIDQ1848969FDOQ1848969

Authors: R. W. Butler, Andrew T. A. Wood 

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

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zbMATH Keywords

Laplace approximationlikelihood ratio testGauss hypergeometric functionConfluent hypergeometric functionmatrix-argument

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Approximations to statistical distributions (nonasymptotic) (62E17) Confluent hypergeometric functions, Whittaker functions, ({}_1F_1) (33C15) Hypergeometric functions (33C99)

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Cited In (31)

• Bayesian analysis of testing general hypotheses in linear models with spherically symmetric errors
• The holonomic gradient method for the distribution function of the largest root of a Wishart matrix
• Saddlepoint approximations to the mean and variance of the extended hypergeometric distribution
• Matrix hypergeometric function and its application to computation of characteristic function of spherically symmetric distributions with phase-type amplitude
• Exact distributional computations for Roy's statistic and the largest eigenvalue of a Wishart distribution
• Saddlepoint approximation for moment generating functions of truncated random variables
• Laplace approximation of Lauricella functions \(F_A\) and \(F_D\)
• Statistical eigen-inference from large Wishart matrices
• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
• On computing Schur functions and series thereof
• Laplace approximations to hypergeometric functions of two matrix arguments
• Asymptotic power of sphericity tests for high-dimensional data
• On the fractional moments of a truncated centered multivariate normal distribution
• Arbitrary-order trigonometric Fourier collocation methods for multi-frequency oscillatory systems
• Extended matrix variate hypergeometric functions and matrix variate distributions
• Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy-Widom distribution
• On the Computation of Gauss Hypergeometric Functions
• Dirichlet Processes in Nonlinear Mixed Effects Models
• Finite-sample inference with monotone incomplete multivariate normal data. II
• Computable error bounds for asymptotic expansions of the hypergeometric function \({}_1F_1\) of matrix argument and their applications
• Analysing (cosmological) singularity avoidance in loop quantum gravity using U (1)3 coherent states and Kummer’s functions
• Matrix calculus and related hypergeometric functions
• Laplace approximation for Bessel functions of matrix argument
• Saddlepoint approximations for the doubly noncentral \(t\) distribution
• Laplace approximated quasi-likelihood method for heteroscedastic survival data
• Appell's hypergeometric functions of matrix arguments
• Laplace approximations for hypergeometric functions with Hermitian matrix argument
• Accurate and efficient evaluation of Schur and Jack functions
• The efficient evaluation of the hypergeometric function of a matrix argument
• Bayesian methods for genetic association analysis with heterogeneous subgroups: from meta-analyses to gene-environment interactions
• Approximating the distributions of estimators of financial risk under an asymmetric Laplace law

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