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Expressions for some hypergeometric functions of matrix argument with applications

Author

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  • Muirhead, Robb J.

Abstract

Reasonably simple expressions are given for some hypergeometric functions when the size of the argument matrix or matrices is two. Applications of these expressions in connection with the distributions of the latent roots of a 2 - 2 Wishart matrix are also given.

Suggested Citation

  • Muirhead, Robb J., 1975. "Expressions for some hypergeometric functions of matrix argument with applications," Journal of Multivariate Analysis, Elsevier, vol. 5(3), pages 283-293, September.
    • Handle: RePEc:eee:jmvana:v:5:y:1975:i:3:p:283-293
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    Cited by:

    1. Smith, Peter J. & Gao, Hongsheng, 2000. "A Determinant Representation for the Distribution of a Generalised Quadratic Form in Complex Normal Vectors," Journal of Multivariate Analysis, Elsevier, vol. 73(1), pages 41-54, April.
    2. Peter C.B. Phillips, 1981. "Marginal Densities of Instrumental Variable Estimators in the General Single Equation Case," Cowles Foundation Discussion Papers 609, Cowles Foundation for Research in Economics, Yale University.
    3. Gao, Hongsheng & Smith, Peter J., 2000. "A Determinant Representation for the Distribution of Quadratic Forms in Complex Normal Vectors," Journal of Multivariate Analysis, Elsevier, vol. 73(2), pages 155-165, May.

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