Approximate eigenvalue distribution for the ratio of Wishart matrices
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Publication:5267484
zbMATH Open1367.62040MaRDI QIDQ5267484FDOQ5267484
Authors: Shusuke Matsubara, Hiroki Hashiguchi 
Publication date: 13 June 2017
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Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)
Cited In (10)
- Asymptotic distribution of eigenvalues of weakly dilute Wishart matrices
- On the distribution of the ratio of the largest eigenvalue to the trace of a Wishart matrix
- Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method
- Estimating tail probabilities of the ratio of the largest eigenvalue to the trace of a Wishart matrix
- Distribution approximation of covariance matrix eigenvalues
- The distribution of the ratio of independent central wishart determinants
- Eigenvalue distributions of beta-Wishart matrices
- Expressing the largest eigenvalue of a singular beta F-matrix with heterogeneous hypergeometric functions
- Asymptotic eigenvalue distributions of block-transposed Wishart matrices
- Optimization of the Wishart joint eigenvalue probability density distribution based on the Vandermonde determinant
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