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06/08/2023
Chi-square approximation for the distribution of individual eigenvalues of a singular Wishart matrix
This paper discusses the approximate distributions of eigenvalues of a s...
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05/24/2022
Numerical computation for the exact distribution of Roy's largest root statistic under linear alternative
This paper discusses the computation of exact powers for Roy's test in m...
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08/30/2021
Algorithm for the product of Jack polynomials and its application to the sphericity test
In this study, we derive the density and distribution function of a rati...
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04/26/2021
Generalized heterogeneous hypergeometric functions and the distribution of the largest eigenvalue of an elliptical Wishart matrix
In this study, we derive the exact distributions of eigenvalues of a sin...
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04/21/2020
The exact distribution of the largest eigenvalue of a singular beta F-matrix for Roy's test
In this paper, the exact distribution of the largest eigenvalue of a sin...
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12/09/2019