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

Hiroki Hashiguchi, Nobuki Takayama, Akimichi Takemura. Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method. J. Multivariate Analysis, 165:270-278, 2018. [doi]

Authors

Hiroki Hashiguchi

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Nobuki Takayama

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Akimichi Takemura

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