Eigenfunctions of expected value operators in the Wishart distribution. II

DOI10.1016/0047-259X(81)90085-3zbMath0503.62041MaRDI QIDQ1173357

Morris Meisner, H. B. Kushner, Arnold Lebow

Publication date: 1981

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

zbMATH Keywords

partitionorthogonal groupeigenfunctionsWishart distributiongeneral linear groupdirect suminvariant spacecommuting symmetric matricesexpectation operators

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Representation theory for linear algebraic groups (20G05) Eigenvalue problems for integral equations (45C05)

Related Items

Dimensions of spaces of homogeneous zero regression polynomials ⋮ PROPERTIES OF THE INVERSE OF A NONCENTRAL WISHART MATRIX ⋮ On Bessel integrals for reducible degenerate principal series representations ⋮ Invariant Polynomials and Related Tests ⋮ MacMahon's master theorem, representation theory, and moments of Wishart distributions ⋮ Representations for eigenfunctions of expected value operators in the Wishart distribution ⋮ Formulas for zonal polynomials ⋮ On the expansion of \(C^*_{\rho}(V+I)\) as a sum of zonal polynomials

Cites Work

• Bessel functions of matrix argument
• Zonal polynomials of the real positive definite symmetric matrices
• Eigenfunctions of expected value operators in the Wishart distribution
• The Distribution of the Latent Roots of the Covariance Matrix
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Some Non-Central Distribution Problems in Multivariate Analysis
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