The expected values of invariant polynomials with matrix argument of elliptical distributions

DOI10.1007/BF02020482zbMath0877.62048MaRDI QIDQ1363013

Run-Ze Li

Publication date: 15 December 1997

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

zbMATH Keywords

invariant polynomials; zonal polynomials; elliptical matrix distribution

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62P20: Applications of statistics to economics

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62A01: Foundations and philosophical topics in statistics

Cites Work

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