Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory

DOI10.1007/BF02480302zbMATH Open0463.62045MaRDI QIDQ1153629FDOQ1153629

Authors: A. W. Davis 

Publication date: 1979

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

Laguerre polynomialsinvariant polynomialszonal polynomialsnoncentral Fmatrix argumentsnoncentral quadratic form

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multidimensional problems (41A63) Quadratic and bilinear forms, inner products (15A63) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Approximation by polynomials (41A10) Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions) (33C60)

Cites Work

• Some Non-Central Distribution Problems in Multivariate Analysis
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• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Bessel functions of matrix argument
• Statistical distributions in univariate and multivariate Edgeworth populations
• The Distribution of Hotelling's Generalised $T_0^2$
• An identity involving partitional generalized binomial coefficients
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• On the distribution of the maximum latent root of a positive definite symmetric random matrix
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• On the distribution of the latent roots of a positive definite random symmetric matrix. I
• Exact robustness studies of tests of two multivariate hypotheses based on four criteria and their distribution problems under violations
• The distribution of the characteristic roots of \(S_1S^{-1}_2\) under violations
• On the distribution of the multivariate quadratic form in multivariate normal samples
• An asymptotic expansion for the distribution of the determinant of a multivariate quadratic form in a normal sample

Cited In (61)

• On the construction of a class of invariant polynomials in several matrices, extending the zonal polynomials
• An identity involving invariant polynomials of matrix arguments
• Matrix variate distribution theory under elliptical models -- V: the non-central Wishart and inverted Wishart distributions
• An everywhere convergent series representation of the distribution of Hotelling's generalized \(T^ 2_ 0\)
• Doubly noncentral singular matrix variate beta distributions
• A bimatrix variate gamma distribution
• Some properties of invariant polynomials with matrix arguments and their applications in econometrics
• Beta-hypergeometric probability distribution on symmetric matrices
• Evaluation of matrix Liouville–Dirichlet integrals using Laplace transform
• Weighted distributions of eigenvalues
• The density of the sufficient statistics for a Gaussian AR(1) model in terms of generalized functions
• Distribution of the product of determinants of noncentral bimatrix beta variates
• Matrix-variate Gauss hypergeometric distribution
• Noncentral bimatrix variate generalised beta distributions
• The information matrix, skewness tensor and \(\alpha\)-connections for the general multivariate elliptic distribution
• Exact nonnull distribution of Wilks' statistic: The ratio and product of independent components
• Some Bimatrix Beta Distributions
• Computation of the expected Euler characteristic for the largest eigenvalue of a real non-central Wishart matrix
• Invariant Polynomials and Related Tests
• COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS
• PROPERTIES OF THE INVERSE OF A NONCENTRAL WISHART MATRIX
• Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matrices
• Spherical functions on the Grassmann manifold and generalized Jacobi polynomials. I
• Complex bimatrix variate generalised beta distributions
• Edgeworth and saddle-point approximations for random rectangular matrices
• Complex random matrices and Rician channel capacity
• Linear generalizations of various matric-t distributions
• Bimatrix variate gamma-beta distributions
• Exact densities for variance estimators of the structural disturbances in simultaneous equations models
• Conditional inference for possibly unidentified structural equations
• Some distribution theory relating to confidence regions in multivariate calibration
• The generalized Pascal triangle and the matrix variate Jensen-logistic distribution
• Density estimation on the spaces of symmetric and rectangular matrices
• Distributions of orientations on Stiefel manifolds
• Properties of matrix variate beta type 3 distribution
• The exact distribution of exogenous variable coefficient estimators
• Asymptotic expansions for distributions of the large sample matrix resultant and related statistics on the Stiefel manifold
• Finite sample properties of maximum likelihood estimator in spatial models
• Matrix-variate Kummer-Beta distribution
• On a result of Roy and Gnanadesikan concerning multivariate variance components
• Multivariate Meixner classes of invariant distributions
• Generalized noncentral Hermite and Laguerre polynomials in multiple matrices
• Matrix variate Pareto distribution of the second kind
• The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables
• Distribution theory for some tests of independence of seemingly unrelated regressions
• A solution to the multivariate behrens-fisher problem
• Matrix variate Birnbaum-Saunders distribution under elliptical models
• Wishart ratios with dependent structure: New members of the bimatrix beta type IV
• Bayes estimation of number of signals
• Wishart distributions: advances in theory with Bayesian application
• On the expectation of a ratio of quadratic forms in normal variables
• Differential operators associated with zonal polynomials. I
• Asymptotic distribution of a generalized Hotelling's T//\(0^ 2\) in the doubly noncentral case
• Differential operators associated with zonal polynomials. II
• On some formulas for weighted sum of invariant polynomials of two matrix arguments
• Testing optimality of experimental designs for a regression model with random variables
• On Wishart distribution: some extensions
• Exact expressions and numerical evaluation of average evolvability measures for characterizing and comparing \(\mathbf{G}\) matrices
• Generalized matrix \(t\) distribution based on new matrix gamma distribution
• Appell's hypergeometric functions of matrix arguments
• Polynomial Eulerian shape distributions

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