Expressing the largest eigenvalue of a singular beta F-matrix with heterogeneous hypergeometric functions
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Publication:6063731
DOI10.1142/s2010326322500058zbMath1523.62053arXiv2004.09833OpenAlexW3143793102MaRDI QIDQ6063731
Hiroki Hashiguchi, Koki Shimizu
Publication date: 8 November 2023
Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.09833
Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Random matrices (algebraic aspects) (15B52)
Related Items (3)
Algorithm for the product of Jack polynomials and its application to the sphericity test ⋮ Asymptotic behavior of the distributions of eigenvalues for beta-Wishart ensemble under the dispersed population eigenvalues ⋮ Numerical computation for the exact distribution of Roy's largest root statistic under linear alternative
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