4 papers · 1 filter
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…
On incomplete Gamma and Beta integrals
Haoming Wang
This paper discusses the incomplete Gamma and Beta integrals involving the generalised hypergeometric function. The distribution of the largest and the smallest roots of a ratio ar…
Glivenko-Cantelli for -divergence
Haoming Wang, Lek-Heng Lim
We extend the celebrated Glivenko-Cantelli theorem, sometimes called the fundamental theorem of statistics, from its standard setting of total variation distance to all -diverge…
On non-central distribution of the matrix ratio
Haoming Wang
We derive the distribution of the ratio of a non-central mean matrix and a sample covariance matrix. This aligns with the confluent term in the non-central uni-variate St…