Algorithm for the product of Jack polynomials and its application to the sphericity test

Koki Shimizu, Hiroki Hashiguchi

Research output: Contribution to journalArticlepeer-review

Abstract

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.

Original languageEnglish
Article number109505
JournalStatistics and Probability Letters
Volume187
DOIs
Publication statusPublished - Aug 2022

Keywords

  • Elementary symmetric function
  • Jack polynomials
  • Singular Wishart distribution
  • Zonal polynomials

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