The expected values of invariant polynomials with matrix argument of elliptical distributions
From MaRDI portal
Publication:1363013
DOI10.1007/BF02020482zbMath0877.62048OpenAlexW2000913908MaRDI QIDQ1363013
Publication date: 15 December 1997
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02020482
Multivariate distribution of statistics (62H10) Applications of statistics to economics (62P20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Foundations and philosophical topics in statistics (62A01)
Related Items
Matrix variate distribution theory under elliptical models -- V: the non-central Wishart and inverted Wishart distributions ⋮ Some comments on zonal polynomials and their expected values with respect to elliptical distributions ⋮ Matrix-variate distribution theory under elliptical models-4: joint distribution of latent roots of covariance matrix and the largest and smallest latent roots ⋮ Bimatrix variate gamma-beta distributions ⋮ Noncentral elliptical configuration density
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The exact distribution of exogenous variable coefficient estimators
- Bessel functions of matrix argument
- Proof of conjectures about the expected values of the elementary symmetric functions of a noncentral Wishart matrix
- On the Moments of Ordinary Least Squares and Instrumental Variables Estimators in a General Structural Equation
- The Exact Distribution of Instrumental Variable Estimators in an Equation Containing n + 1 Endogenous Variables
- Statistical distributions in univariate and multivariate Edgeworth populations
- On the Expected Values of the Elementary Symmetric Functions of a Noncentral Wishart Matrix
- Some Non-Central Distribution Problems in Multivariate Analysis
