The holonomic gradient method for the distribution function of the largest root of a Wishart matrix

Hiroki Hashiguchi, Yasuhide Numata, Nobuki Takayama, Akimichi Takemura

Type: Article

Publication Date: 2013-03-21

Citations: 67

DOI: https://doi.org/10.1016/j.jmva.2013.03.011

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Locations

Journal of Multivariate Analysis - View
arXiv (Cornell University) - View - PDF

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