Moments for left elliptically contoured random matrices

DOI10.1006/JMVA.1994.1010MaRDI QIDQ1323842zbMATH OpenOpenAlexFDO

Authors Chi Song Wong, D. S. Liu

Publication date 26 September 1994

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1994.1010

zbMATH Keywords

characteristic functionelliptically contoured distributionshigher order momentsinner productleft elliptically contoured random matricesmomentpermutationreindexingsingularStiefel manifoldzonal polynomial

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10) Multivariate analysis (62H99)

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