Laplace approximations to hypergeometric functions of two matrix arguments

DOI10.1016/J.JMVA.2004.05.010MaRDI QIDQ557986zbMATHOpenAlexFDO

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

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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• Laplace approximations for hypergeometric functions with matrix argument
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• Some Non-Central Distribution Problems in Multivariate Analysis
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Cited in

(9)

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

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