Laplace approximations to hypergeometric functions of two matrix arguments
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- Glynn, William J. & Muirhead, Robb J., 1978. "Inference in canonical correlation analysis," Journal of Multivariate Analysis, Elsevier, vol. 8(3), pages 468-478, September.
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Cited by:
- Daya K. Nagar & Raúl Alejandro Morán-Vásquez & Arjun K. Gupta, 2015. "Extended Matrix Variate Hypergeometric Functions and Matrix Variate Distributions," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2015, pages 1-15, January.
- I. M. Johnstone & B. Nadler, 2017. "Roy’s largest root test under rank-one alternatives," Biometrika, Biometrika Trust, vol. 104(1), pages 181-193.
- Koki Shimizu & Hiroki Hashiguchi, 2024. "Chi-Square Approximation for the Distribution of Individual Eigenvalues of a Singular Wishart Matrix," Mathematics, MDPI, vol. 12(6), pages 1-11, March.
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Keywords
Asymptotic approximation Eigenvalue distribution Matrix-argument hypergeometric function Laplace approximation;Statistics
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