Some properties of invariant polynomials with matrix arguments and their applications in econometrics (Q1073501): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some properties of invariant polynomials with matrix arguments and their applications in econometrics |
scientific article |
Statements
Some properties of invariant polynomials with matrix arguments and their applications in econometrics (English)
0 references
1986
0 references
Further properties are derived for a class of invariant polynomials with several matrix arguments which extend the zonal polynomials. Generalized Laguerre polynomials are defined, and used to obtain expansions of the sum of independent noncentral Wishart matrices and an associated generalized regression coefficient matrix. The latter includes the k- class estimator in econometrics.
0 references
matrix differential operators
0 references
invariant polynomials
0 references
matrix arguments
0 references
zonal polynomials
0 references
Generalized Laguerre polynomials
0 references
expansions of the sum of independent noncentral Wishart matrices
0 references
generalized regression coefficient matrix
0 references
k-class estimator
0 references
