1 citations · 1 across the 1 of their papers we have counts for
2 papers
stat.CO2022★ 1 cited
A Generator for Generalized Inverse Gaussian Distributions
Xiaozhu Zhang, Jerome P. Reiter
We propose a new generator for the generalized inverse Gaussian (GIG) distribution by decomposing the density of GIG into two components. The first component is a truncated inverse…
math.ST2021
Spiked eigenvalues of noncentral Fisher matrix with applications
Xiaozhuo Zhang, Zhiqiang Hou, Zhidong Bai +1
In this paper, we investigate the asymptotic behavior of spiked eigenvalues of the noncentral Fisher matrix defined by , where ${\mat…