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"The holonomic gradient method for the distribution function of the largest ..."

Hiroki Hashiguchi et al. (2013)

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DOI: 10.1016/J.JMVA.2013.03.011

access: open

type: Journal Article

metadata version: 2021-02-17

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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. Multivar. Anal. 117: 296-312 (2013)

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