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math.ST2026
The joint density of top k sample eigenvectors and principal subspace inference
Koki Shimizu, Haoming Wang
In this paper, the exact joint density of the top sample eigenvectors is derived for any population covariance matrix , sample size , and $1 \l…
math.ST2026
Multivariate normality test based on the uniform distribution on the Stiefel manifold
Koki Shimizu, Toshiya Iwashita
This study presents a new procedure for necessary tests of multivariate normality based on the uniform distribution on the Stiefel manifold. We demonstrate that the test statistic,…