Some properties of invariant polynomials with matrix arguments and their applications in econometrics (Q1073501)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some properties of invariant polynomials with matrix arguments and their applications in econometrics |
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Some properties of invariant polynomials with matrix arguments and their applications in econometrics (English)
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1986
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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.
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matrix differential operators
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invariant polynomials
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matrix arguments
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zonal polynomials
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Generalized Laguerre polynomials
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expansions of the sum of independent noncentral Wishart matrices
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generalized regression coefficient matrix
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k-class estimator
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