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]

Authors

Hiroki Hashiguchi

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Yasuhide Numata

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Nobuki Takayama

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Akimichi Takemura

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