Art

J-GLOBAL ID：201802280425301630   Reference number：18A0524683

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

2Wishart行列と累積確率評価の比の分布ホロノミック勾配法【Powered by NICT】

Author (3)： Hashiguchi Hiroki (Department of Applied Mathematics, Tokyo University of Science, 1-3 Kagurazaka, Shinjuku-ku, Tokyo 162-8601, Japan) ,  Takayama Nobuki (Department of Mathematics, Kobe University, 1-1, Rokkodai, Nada-ku, Kobe 657-8501, Japan) ,  Takemura Akimichi (The Center for Data Science Education and Research, Shiga University, 1-1-1 Banba, Hikone, Shiga 552-8522, Japan)
Material： Journal of Multivariate Analysis  (J Multivar Anal)
Volume： 165  Page： 270-278  Publication year： 2018 
JST Material Number： D0675A  ISSN： 0047-259X  Document type： Article
Article type： 原著論文  Country of issue： Netherlands (NLD)  Language： ENGLISH (EN)

Abstract/Point： We study the distribution of t...

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Thesaurus term： hypergeometric function ,  equivalency ,  *gradient method ,  cumulative distribution function ,  covariance matrix
Semi thesaurus term： 密度関数 ,  *ウィシャート行列 , 【Automatic Indexing@JST】

Author keywords (6)： D -modules ,  Equality of covariance matrices ,  Grobner basis ,  Hypergeometric function of a matrix argument ,  Roy’s maximum root test ,  Zonal polynomial

JST classification (3)： Radio communication in general  (ND08010L) ,  Mathematical physics  (BA03000W) ,  Hydrology in general  (DC07010R)

Terms in the title (6)： 累積 ,  確率 ,  評価 ,  比 ,  分布 ,  勾配法