The expected values of zonal polynomials of elliptically contoured distributions

DOI10.1007/BF02006181MaRDI QIDQ804068zbMATH OpenOpenAlexFDO

Authors Jian-Lun Xu, Kai-Tai Fang

Publication date 1989

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

Full work available at URL https://doi.org/10.1007/bf02006181

zbMATH Keywords

matrix elliptically contoured distributionmultivariate Cauchy distributionmultivariate t-distributionWishart distributionszonal polynomials

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Multivariate distribution of statistics (62H10)

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Cites work

• Bessel functions of matrix argument
• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• scientific article; zbMATH DE number 3996883 (Why is no real title available?)
• On the Expected Values of the Elementary Symmetric Functions of a Noncentral Wishart Matrix
• Proof of conjectures about the expected values of the elementary symmetric functions of a noncentral Wishart matrix
• Relationships among classes of spherical matrix distributions
• Some Non-Central Distribution Problems in Multivariate Analysis

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(4)

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