Some comments on zonal polynomials and their expected values with respect to elliptical distributions

DOI10.1007/s10255-011-0092-8zbMath1430.62148OpenAlexW2059750216MaRDI QIDQ2401766

José A. Díaz-García, Ramón Gutiérrez-Jáimez

Publication date: 5 September 2017

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

Full work available at URL: https://doi.org/10.1007/s10255-011-0092-8

zbMATH Keywords

random matriceszonal polynomialselliptical matrix distributionsgeneralised Wishart distribution

Mathematics Subject Classification ID

Multivariate analysis (62H99) Probability distributions: general theory (60E05)

Related Items (1)

Matrix-variate distribution theory under elliptical models-4: joint distribution of latent roots of covariance matrix and the largest and smallest latent roots

Cites Work

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• The expected values of invariant polynomials with matrix argument of elliptical distributions
• Multivariate calculation. Use of the continuous groups
• The Distribution of Hotelling's Generalised $T_0^2$
• On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors
• The Distribution of the Latent Roots of the Covariance Matrix
• The Distribution of Noncentral Means with Known Covariance
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Some Non-Central Distribution Problems in Multivariate Analysis

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