Computation of the expected Euler characteristic for the largest eigenvalue of a real non-central Wishart matrix

Type: Article

Publication Date: 2020-06-09

Citations: 1

DOI: https://doi.org/10.1016/j.jmva.2020.104642

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

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Citing (34)

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+ Random Fields and Geometry 2007 Robert J. Adler
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+ PDF Chat Tail probabilities of the maxima of multilinear forms and their applications 2001 Satoshi Kuriki
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+ Distribution of the largest root of a matrix for Roy’s test in multivariate analysis of variance 2015 Marco Chiani
+ Volumes of orthogonal groups and unitary groups 2015 Lin Zhang
+ Towards an Effective Version of a Theorem of Stafford 2001 Andre Hillebrand
Wiland Schmale
+ The non-central Wishart distribution 1955 Anthony Trafford James
+ PDF Chat Proof of Ira Gessel's lattice path conjecture 2009 Manuel Kauers
Christoph Koutschan
Doron Zeilberger
+ PDF Chat Advanced applications of the holonomic systems approach 2010 Christoph Koutschan
+ Algorithmic proofs of two theorems of Stafford 2004 Anton Leykin
+ Shrinkage to smooth non-convex cone :Principal component analysis as stein estimation 1999 Akimichi Takemura
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+ Boundary corrections for the expected Euler characteristic of excursion sets of random fields, with an application to astrophysics 1995 Keith J. Worsley
+ PDF Chat Normal Multivariate Analysis and the Orthogonal Group 1954 A. T. James
+ Jacobi Polynomials Associated with Selberg Integrals 1987 Kazuhiko Aomoto
+ Selberg Integrals and Hypergeometric Functions Associated with Jack Polynomials 1993 Jyoichi Kaneko
+ An extension of Zeilberger's fast algorithm to general holonomic functions 2000 Frédéric Chyzak
+ On the exact distributions of the extreme roots of the Wishart and MANOVA matrices 1971 P. R. Krishnaiah
T. C. Chang
+ PDF Chat Tail Probabilities of Noncentral Quadratic Forms 1975 Rudolf Beran
+ Properties of Hermite and Laguerre polynomials in matrix argument and their applications 1992 Yasuko Chikuse
+ On the distribution of the latent roots of a positive definite random symmetric matrix I 1969 Takesi Hayakawa
+ On Wishart distribution: Some extensions 2011 JosĂ© A. Dı ́az-GarcĂ­a
Ramón Gutiérrez Jåimez
+ The holonomic gradient method for the distribution function of the largest root of a Wishart matrix 2013 Hiroki Hashiguchi
Yasuhide Numata
Nobuki Takayama
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+ Aspects of Multivariate Statistical Theory 1984 Leon Jay Gleser
Robb J. Muirhead
+ Euler characteristic heuristic for approximating the distribution of the largest eigenvalue of an orthogonally invariant random matrix 2008 Satoshi Kuriki
Akimichi Takemura
+ Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory 1979 A. W. Davis
+ PDF Chat Proof of George Andrews’s and David Robbins’s <i>q</i> -TSPP conjecture 2011 Christoph Koutschan
Manuel Kauers
Doron Zeilberger
+ THE GEOMETRY OF RANDOM FIELDS 1982 Wilfrid S. Kendall
+ Holonomic Gradient Method-Based CDF Evaluation for the Largest Eigenvalue of a Complex Noncentral Wishart Matrix 2017 Fadil Habibi Danufane
Katsuyoshi Ohara
Nobuki Takayama
Constantin Siriteanu
+ Multivariate Analysis V. 1980 F. H. C. Marriott
P. R. Krishnaiah
+ Detecting sparse cone alternatives for Gaussian random fields, with an application to fMRI 2013 Jonathan Taylor
Keith J. Worsley
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Manuel Kauers
Ziming Li
Yi Zhang
+ Ideals, Varieties, and Algorithms 2015 David A. Cox
John B. Little
Donal O’Shea
+ Aspects of Multivariate Statistical Theory. 1984 P. K. Sen
Robb J. Muirhead
+ Aspects of Multivariate Statistical Theory. 1984 John T. Kent
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+ Random Fields and Geometry 2007 Robert J. Adler
Jonathan Taylor