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math.ST2025
Exact Distribution of the Noncentral Complex Roy's Largest Root Statistic via Pieri's Formula
Koki Shimizu, Hiroki Hashiguchi
In this study, we derive the exact distribution and moment of the noncentral complex Roy's largest root statistic, expressed as a product of complex zonal polynomials. We show that…
math.ST2012★ 4 cited
Holonomic gradient method for the distribution function of the largest root of a Wishart matrix
Hiroki Hashiguchi, Yasuhide Numata, Nobuki Takayama +1
We apply the holonomic gradient method introduced by Nakayama et al.(2011) to the evaluation of the exact distribution function of the largest root of a Wishart matrix, which invol…