Multivariate Meixner classes of invariant distributions

DOI10.1016/0024-3795(86)90151-5zbMath0613.62059OpenAlexW1982027271MaRDI QIDQ1819497

Yasuko Chikuse

Publication date: 1986

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(86)90151-5

zbMATH Keywords

orthogonal groupzonal polynomialscentered Wishart distributionmultivariate Meixner classes of invariant distributions of random matricesRunge's identity

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Foundations and philosophical topics in statistics (62A01) Probability distributions: general theory (60E05) Random matrices (algebraic aspects) (15B52)

Related Items (6)

Hermite and Laguerre polynomials with complex matrix arguments ⋮ Generalized noncentral Hermite and Laguerre polynomials in multiple matrices ⋮ Josef Meixner: his life and his orthogonal polynomials ⋮ Distributions of orientations on Stiefel manifolds ⋮ Invariant Polynomials and Related Tests ⋮ Meixner matrix ensembles

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