Relationships among classes of spherical matrix distributions

DOI10.1007/BF01669674zbMath0573.62046OpenAlexW1485745263MaRDI QIDQ1062712

Hanfeng Chen, Kai-Tai Fang

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1007/bf01669674

zbMATH Keywords

characteristic functionselliptically contoured distributionuniform distributionmarginal distributionscoordinate transformationssphericityBartlett decompositionstochastic representationsmarginal densitiesHotelling statisticcanonical correlation coefficientspherical matrix distributionWilks statistics

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Foundations and philosophical topics in statistics (62A01)

Related Items

Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions, Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions, Some methods for generating both an NT-net and the uniform distribution on a Stiefel manifold and their applications, Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators, The expected values of zonal polynomials of elliptically contoured distributions

Cites Work

• Invariant scale matrix hypothesis tests under elliptical symmetry
• A robustness property of Hotelling's \(T^ 2-\)test
• On the theory of elliptically contoured distributions
• Robustness of multivariate tests
• Robust tests for spherical symmetry
• Extendibility of spherical matrix distributions
• Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions
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