Moments for left elliptically contoured random matrices

DOI10.1006/JMVA.1994.1010zbMath0796.62046OpenAlexW2095380768MaRDI QIDQ1323842

Chi Song Wong, Dong-sheng Liu

Publication date: 26 September 1994

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

Full work available at URL: https://doi.org/10.1006/jmva.1994.1010

zbMATH Keywords

characteristic functionStiefel manifoldmomentsingularinner productpermutationelliptically contoured distributionszonal polynomialhigher order momentsreindexingleft elliptically contoured random matrices

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Random matrices (algebraic aspects) (15B52)

Related Items (3)

Characterization of Wishart-Laplace distributions via Jordan algebra homomorphisms ⋮ Assessment of local influence in spatial elliptical linear measurement error models ⋮ Evaluating matrix-variate moments through higher-order differential forms and combinatorial algorithms.

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