Recurrence relations of coefficients of the generalized hypergeometric function in multivariate analysis

DOI10.1080/03610929908832328zbMATH Open0918.62048OpenAlexW2076123018MaRDI QIDQ4240729FDOQ4240729

Authors Takakazu Sugiyama, Masafumi Fukuda, Yuichi Takeda

Publication date 7 July 1999

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929908832328

zbMATH Keywords

partial differential equationsgeneralized hypergeometric functionsrecurrence relationszonal polynomialselementary symmetric functions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Generalized hypergeometric series, ({}_pF_q) (33C20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• A generating function for averages over the orthogonal group
• Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence
• Asymptotic formulas for the distributions of three statistics for multivariate linear hypothesis
• Asymptotic formulas for the hypergeometric function \(_2F_1\) of matrix argument, useful in multivariate analysis
• Asymptotic solutions of the hypergeometric function \(_1F_1\) of matrix argument, useful in multivariate analysis
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• On the Distribution of the Largest Latent Root and the Corresponding Latent Vector for Principal Component Analysis
• The Distribution of the Latent Roots of the Covariance Matrix

Cited in

(7)

• Recurrence formulas for zonal polynomials
• scientific article; zbMATH DE number 5633579 (Why is no real title available?)
• ON THE NUMERICAL COMPUTATION OF CONFLUENT HYPERGEOMETRIC FUNCTION WITH ZONAL POLYNOMIALS OF ORDER 3
• Calculation of Zonal Polynomial Coefficients by Use of the Laplace-Beltrami Operator
• scientific article; zbMATH DE number 7387522 (Why is no real title available?)
• Efficient recurrence relations for univariate and multivariate Taylor series coefficients
• scientific article; zbMATH DE number 4111831 (Why is no real title available?)

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