Behavior of Latent Vector of Trivariate Wishart Matrix
| Autor: | ISHIZAKI, Masanori, TAKEDA, Yuichi, YAMADA, Takayuki, SUGIYAMA, Takakazu |
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| Jazyk: | angličtina |
| Rok vydání: | 2009 |
| Předmět: | |
| Zdroj: | 中央大学理工学研究所論文集. 14:19-30 |
| ISSN: | 1343-0068 |
| Popis: | application/pdf This paper is concerned with the probability density function of the latent vector corresponding to the largest latent root of Wishart matrix. The latent vector may be expressed by the polar coordinates. Sugiyama (1966) give the exact expression of the probability density function of the polar coordinates. The function contained the alternating series, thus the function may not be converged on the domain of definition, numerically. In this paper we derived an improved expression of the function to be the positive series, for which we provide graphs of a population latent vector and latent roots. 【査読有】 |
| Databáze: | OpenAIRE |
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