The holonomic gradient method for the distribution function of the largest root of a Wishart matrix

Hiroki Hashiguchi, Yasuhide Numata, Nobuki Takayama, Akimichi Takemura. The holonomic gradient method for the distribution function of the largest root of a Wishart matrix. J. Multivariate Analysis, 117:296-312, 2013. [doi]

Abstract

Abstract is missing.