High dimensional asymptotic expansions for the matrix Langevin distributions on the Stiefel manifold

DOI10.1006/jmva.1993.1005zbMath0776.62048OpenAlexW1987332671MaRDI QIDQ1209607

Yasuko Chikuse

Publication date: 16 May 1993

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

Full work available at URL: https://doi.org/10.1006/jmva.1993.1005

zbMATH Keywords

singular value decompositionasymptotic expansionsrandom matrixdensity functionsHermite and Laguerre polynomialsWishart distributionshypothesis testing problemsmatrix-variate normal distributionsmatrix Langevin distributionmatrix variableshigh dimensional Stiefel manifoldinvariant zonal polynomialsmatrix uniform and Langevin distributionspolynomials of matrix argumentsRodrigues formulaescale variables

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Directional data; spatial statistics (62H11) Asymptotic distribution theory in statistics (62E20) Integration on manifolds; measures on manifolds (58C35)

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