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math.ST2021
Algorithm for the product of Jack polynomials and its application to the sphericity test
Koki Shimizu, Hiroki Hashiguchi
In this study, we derive the density and distribution function of a ratio of the largest and smallest eigenvalues of a singular beta-Wishart matrix for the sphericity test. These f…
math.ST2021
Generalized heterogeneous hypergeometric functions and the distribution of the largest eigenvalue of an elliptical Wishart matrix
Aya Shinozaki, Koki Shimizu, Hiroki Hashiguchi
In this study, we derive the exact distributions of eigenvalues of a singular Wishart matrix under an elliptical model. We define generalized heterogeneous hypergeometric functions…