Representations for eigenfunctions of expected value operators in the Wishart distribution

DOI10.1016/0167-7152(83)90062-7zbMATH Open0528.62043OpenAlexW1986103500MaRDI QIDQ786486FDOQ786486

Authors: Donald Richards 

Publication date: 1983

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/3074

zbMATH Keywords

Wishart distributionharmonic functionhomogeneous functionintegral representationszonal polynomialsexpectation operator

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65) Eigenvalue problems for integral equations (45C05)

Cites Work

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• A Poisson formula for semi-simple Lie groups
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• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Applications of Invariant Differential Operators to Multivariate Distribution Theory
• Eigenfunctions of expected value operators in the Wishart distribution
• Eigenfunctions of expected value operators in the Wishart distribution. II
• Title not available (Why is that?)
• Translation-invariant cones of functions on semi-simple lie groups

Cited In (1)

• MacMahon's master theorem, representation theory, and moments of Wishart distributions

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