Laplace approximations to hypergeometric functions of two matrix arguments

DOI10.1016/J.JMVA.2004.05.010zbMATH Open1075.62015OpenAlexW1987632397MaRDI QIDQ557986FDOQ557986

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

Publication date: 30 June 2005

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.05.010

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zbMATH Keywords

Laplace approximationAsymptotic approximationEigenvalue distributionMatrix-argument hypergeometric function

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17) Applications of hypergeometric functions (33C90)

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Cited In (8)

• Laplace approximations for hypergeometric functions with matrix argument
• Laplace approximation of Lauricella functions \(F_A\) and \(F_D\)
• Statistical eigen-inference from large Wishart matrices
• Extended matrix variate hypergeometric functions and matrix variate distributions
• Asymptotic behavior of the distributions of eigenvalues for beta-Wishart ensemble under the dispersed population eigenvalues
• Laplace approximation for Bessel functions of matrix argument
• Appell's hypergeometric functions of matrix arguments
• Approximation of hypergeometric functions with matricial argument through their development in series of zonal polynomials

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