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Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix.
Koki Shimizu
Hiroki Hashiguchi
Published in:
J. Multivar. Anal. (2021)
Keyphrases
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positive definite
covariance matrix
perturbation theory
data sets
feature selection
singular value decomposition
laplace transform
support vector machine
low rank
lie group
correlation matrix