Noncentral elliptical configuration density

DOI10.1016/j.jmva.2009.03.004zbMath1177.62069OpenAlexW2087108146MaRDI QIDQ1041061

José A. Díaz-García, Francisco J. Caro-Lopera, Graciela M. González-Farías

Publication date: 27 November 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2009.03.004

zbMATH Keywords

elliptically contoured distributionsPearsonBessel and Jensen logistic distributionsmatrix variate Kotzstatistical shape theoryzonal and invariant polynomials

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Multivariate analysis (62H99) Factorization of matrices (15A23) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Basic linear algebra (15A99)

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• The efficient evaluation of the hypergeometric function of a matrix argument
• Multivariate aspects of shape theory
• Noncentral elliptical configuration density
• Estimating the dimension of a model
• The expected values of invariant polynomials with matrix argument of elliptical distributions
• Size\,-\,and\,-\,shape cone, shape disk and configuration densities for the elliptical models
• Asymptotic Distributions of Some Multivariate Tests
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Some Non-Central Distribution Problems in Multivariate Analysis

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