Distribution of the ratio of two Wishart matrices and...

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Journal of Multivariate Analysis 2018 / 1

Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method

Hashiguchi, Hiroki, Takayama, Nobuki, Takemura, Akimichi
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Language:
english
Journal:
Journal of Multivariate Analysis
DOI:
10.1016/j.jmva.2018.01.002
Date:
January, 2018
File:
PDF, 329 KB
english, 2018
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