Some Non-Central Distribution Problems in Multivariate Analysis

Cited In (only showing first 100 items - show all)

The holonomic gradient method for the distribution function of the largest root of a Wishart matrix
The expected values of invariant polynomials with matrix argument of elliptical distributions
Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory
On the construction of a class of invariant polynomials in several matrices, extending the zonal polynomials
Some combinatorial properties of Jack symmetric functions
Laplace approximations for hypergeometric functions with matrix argument
Improved Estimation of Generalized Variance and Precision
An identity involving invariant polynomials of matrix arguments
Exact distributional computations for Roy's statistic and the largest eigenvalue of a Wishart distribution
On the distribution of the largest eigenvalue in principal components analysis
Lower bounds for the distributions of certain multivariate test statistics
The Horn problem for real symmetric and quaternionic self-dual matrices
MOPS: multivariate orthogonal polynomials (symbolically)
The expected value of zonal polynomials
Doubly noncentral singular matrix variate beta distributions
The importance of the Selberg integral
On the distribution of a quadratic form in a multivariate normal sample
Likelihood ratio tests for covariance matrices of high-dimensional normal distributions
Some properties of invariant polynomials with matrix arguments and their applications in econometrics
Eigenfunctions of expected value operators in the Wishart distribution. II
Laplace approximations to hypergeometric functions of two matrix arguments
Non-null distributions of the likelihood ratio criteria for independence and equality of mean vectors and covariance matrices
Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence
Approximate null distribution of the largest root in multivariate analysis
Holonomic systems of Gegenbauer type polynomials of matrix arguments related with Siegel modular forms
Some comments on zonal polynomials and their expected values with respect to elliptical distributions
On generalized Wishart distributions. I: Likelihood ratio test for homogeneity of covariance matrices
Characterizing priors by posterior expectations in multivariate analysis
Some new results on the eigenvalues of complex non-central Wishart matrices with a rank-1 mean
Distribution of the product of determinants of noncentral bimatrix beta variates
On the exact distribution of the smallest root of the Wishart matrix using zonal polynomials
High dimensional limit theorems and matrix decompositions on the Stiefel manifold
On non-null distributions connected with testing that a real normal distribution is complex
An identity involving partitional generalized binomial coefficients
Extended matrix variate gamma and beta functions
Some asymptotic results in the multivariate lognormal estimation theory
Invariant Polynomials and Related Tests
Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matrices
Integrals over Grassmannians and random permutations.
Inference in canonical correlation analysis
Complex bimatrix variate generalised beta distributions
Spherical functions on the Grassmann manifold and generalized Jacobi polynomials. 2
Complex random matrices and Rician channel capacity
Jeffreys prior analysis of the simultaneous equations model in the case with $n+1$ endogenous variables.
Zonal polynomials: an alternative approach
On Riesz distribution
A variance formula related to a quantum conductance problem
On some distribution problems in Manova and discriminant analysis
Asymptotic formulas for the distributions of the determinant and the trace of a noncentral beta matrix
Some distribution theory relating to confidence regions in multivariate calibration
Singular matrix variate beta distribution
Singular values for products of two coupled random matrices: hard edge phase transition
The exact non-central distribution of the generalized variance
Some distributions of the latent roots of a complex Wishart matrix variate
Distributions of orientations on Stiefel manifolds
The matrix angular central Gaussian distribution
Storage capacity of a dam with gamma type inputs
On testing the dimensionality of regression coefficients
Bessel convolutions on matrix cones: Algebraic properties and random walks
Asymptotic expansions for distributions of the large sample matrix resultant and related statistics on the Stiefel manifold
Expressions for some hypergeometric functions of matrix argument with applications
Random matrix theory and its applications
Matrix-variate Kummer-Beta distribution
Multivariate Meixner classes of invariant distributions
Comparison of powers of a class of tests for multivariate linear hypothesis and independence
Multitude of multivariatet-distributions
Limit theorems for beta-Jacobi ensembles
Extensions of Wilks' integral equations and distributions of test statistics
Generalized noncentral Hermite and Laguerre polynomials in multiple matrices
The Laplace transform $(\det s)^{-p} \exp \operatorname{tr}(s^{-1}w)$ and the existence of non-central Wishart distributions
On Inverted Matrix Variate Gamma Distribution
Distribution and characteristic functions for correlated complex Wishart matrices
Hermite and Laguerre polynomials with complex matrix arguments
The expected values of zonal polynomials of elliptically contoured distributions
Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles
Differential operators associated with zonal polynomials. I
Canonical ridge and econometrics of joint production
Noncentral elliptical configuration density
Power comparisons of tests of two multivariate hypotheses based on individual characteristic roots
Asymptotic expansion of the distribution of the generalized variance for noncentral Wishart matrix, when $\Omega= O(n)$
Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models
On some formulas for weighted sum of invariant polynomials of two matrix arguments
Testing optimality of experimental designs for a regression model with random variables
ASYMPTOTIC DISTRIBUTION OF THE LARGEST EIGENVALUE
Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality
Lyapunov exponents for some isotropic random matrix ensembles
Matrix hypergeometric function and its application to computation of characteristic function of spherically symmetric distributions with phase-type amplitude
Methods of density estimation on the Grassmann manifold
Asymptotic formulas for the distributions of three statistics for multivariate linear hypothesis
Note on the distribution of the minimum latent root
Asymptotic formulas for the hypergeometric function $_2F_1$ of matrix argument, useful in multivariate analysis
Numerical computation for the exact distribution of Roy's largest root statistic under linear alternative
Fractional integrals in the matrix-variate cases and connection to statistical distributions
A unified complex noncentral Wishart type distribution inspired by massive MIMO systems
Matrix variate distribution theory under elliptical models -- V: the non-central Wishart and inverted Wishart distributions
A truncated matrix variate gamma distribution
Concentrated matrix Langevin distributions
A bimatrix variate gamma distribution
The non-null distribution for the problem of tests of independence
Recursion scheme for the largest $\beta$ -Wishart–Laguerre eigenvalue and Landauer conductance in quantum transport

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