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Algorithm for the product of Jack polynomials and its application to the sphericity test
Statistics & Probability Letters ( IF 0.9 ) Pub Date : 2022-04-11 , DOI: 10.1016/j.spl.2022.109505 Koki Shimizu 1 , Hiroki Hashiguchi 1
中文翻译:
Jack多项式乘积算法及其在球形度检验中的应用
更新日期:2022-04-11
Statistics & Probability Letters ( IF 0.9 ) Pub Date : 2022-04-11 , DOI: 10.1016/j.spl.2022.109505 Koki Shimizu 1 , Hiroki Hashiguchi 1
Affiliation
We derive the distribution of a ratio of the largest and smallest eigenvalues of a singular beta-Wishart matrix. We propose an algorithm for calculating the product of Jack polynomials. Numerical computation for the derived distributions is performed using the algorithm.
中文翻译:
Jack多项式乘积算法及其在球形度检验中的应用
我们推导出奇异 beta-Wishart 矩阵的最大和最小特征值之比的分布。我们提出了一种计算杰克多项式乘积的算法。使用该算法执行派生分布的数值计算。