Journal of the Japanese Society of Computational Statistics
Online ISSN : 1881-1337
Print ISSN : 0915-2350
ISSN-L : 0915-2350
NUMERICAL COMPUTATION ON DISTRIBUTIONS OF THE LARGEST AND THE SMALLEST LATENT ROOTS OF THE WISHART MATRIX
Hiroki HashiguchiNaoto Niki
著者情報
ジャーナル フリー

2006 年 19 巻 1 号 p. 45-56

詳細
抄録
Discussion is made upon numerical computation for the distributions of the smallest and the largest latent roots of Wishart random matrices by numerically evaluating the series in zonal polynomials of high degree. Graphs for bivariate to quadrivariate distributions of the smallest latent root and for trivariate ones of the latter are shown for several values of parameters.
著者関連情報
© The Japanese Society of Computational Statistics
前の記事 次の記事
feedback
Top