Applications of Invariant Differential Operators to Multivariate Distribution Theory

DOI10.1137/0145015MaRDI QIDQ3707137zbMATH OpenOpenAlexFDO

Authors Donald Richards

Publication date 1985

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL http://www.lib.ncsu.edu/resolver/1840.4/3212

zbMATH Keywords

characterization of EP functionsgeneral linear group of the space of positive definite matricesgeneralized binomial coefficientsinvariant differential operatorsmultivariate integralszonal polynomials

Mathematics Subject Classification ID

Spectral theory and eigenvalue problems for partial differential equations (35P99) Miscellaneous topics in partial differential equations (35R99) General theory of partial differential operators (47F05) Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10)

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(6)

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• Minimax estimation for mixtures of Wishart distributions
• On Bessel integrals for reducible degenerate principal series representations
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• Complete asymptotic expansions for the normalizing constants of high-dimensional matrix Bingham and matrix Langevin distributions
• Representations for eigenfunctions of expected value operators in the Wishart distribution

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