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

Koki Shimizu and Hiroki Hashiguchi

Statistics & Probability Letters, 2022, vol. 187, issue C

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.

Keywords: Elementary symmetric function; Jack polynomials; Singular Wishart distribution; Zonal polynomials (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1016/j.spl.2022.109505

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