Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix

DOI10.1016/j.jmva.2020.104714zbMath1464.62220arXiv1912.03903OpenAlexW3112880391MaRDI QIDQ2022544

Koki Shimizu, Hiroki Hashiguchi

Publication date: 29 April 2021

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

Full work available at URL: https://arxiv.org/abs/1912.03903

zbMATH Keywords

hypergeometric functionsStiefel manifoldlargest eigenvaluesingular Wishart distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Inequalities involving eigenvalues and eigenvectors (15A42)

Related Items

Generalized heterogeneous hypergeometric functions and the distribution of the largest eigenvalue of an elliptical Wishart matrix ⋮ Algorithm for the product of Jack polynomials and its application to the sphericity test ⋮ Asymptotic behavior of the distributions of eigenvalues for beta-Wishart ensemble under the dispersed population eigenvalues ⋮ Expressing the largest eigenvalue of a singular beta F-matrix with heterogeneous hypergeometric functions

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