Euler characteristic heuristic for approximating the distribution of the largest eigenvalue of an orthogonally invariant random matrix
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Publication:947241
DOI10.1016/j.jspi.2006.04.019zbMath1368.60057MaRDI QIDQ947241
Akimichi Takemura, Satoshi Kuriki
Publication date: 29 September 2008
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2006.04.019
random field; multivariate beta distribution; inverse Wishart distribution; Morse's theorem; tube method; wishart distribution
60G60: Random fields
62M40: Random fields; image analysis
15B52: Random matrices (algebraic aspects)
Related Items
The holonomic gradient method for the distribution function of the largest root of a Wishart matrix, The tube method for the moment index in projection pursuit
Cites Work
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