Zonal Polynomials and Hypergeometric Functions of Quaternion Matrix Argument

DOI10.1080/03610920802379185zbMath1167.62415arXiv0901.3379OpenAlexW2121158974MaRDI QIDQ5321896

Fei Li, Yifeng Xue

Publication date: 16 July 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0901.3379

zbMATH Keywords

hypergeometric functionWishart matrixquaternion matrixzonal polynomial

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characteristic functions; other transforms (60E10) Applications of hypergeometric functions (33C90)

Related Items

Matrix variate distribution theory under elliptical models -- V: the non-central Wishart and inverted Wishart distributions ⋮ The Jacobians of matrix transformation about singular random matrices and its applications ⋮ Distribution theory of quadratic forms for matrix multivariate elliptical distribution ⋮ Asymptotic behavior of the distributions of eigenvalues for beta-Wishart ensemble under the dispersed population eigenvalues ⋮ Expressing the largest eigenvalue of a singular beta F-matrix with heterogeneous hypergeometric functions ⋮ Elliptical affine shape distributions for real normed division algebras ⋮ Spherical ensembles ⋮ On Riesz distribution ⋮ The beta-Wishart ensemble ⋮ On Wishart distribution: some extensions ⋮ Matricvariate and matrix multivariate \(T\) distributions and associated distributions ⋮ Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix ⋮ The Density Functions of the Singular Quaternion Normal Matrix and the Singular Quaternion Wishart Matrix ⋮ 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 ⋮ On the Jacobians of singular matrix decomposition and its application ⋮ On the real representation of quaternion random variables

Cites Work

• Unnamed Item
• Unnamed Item
• Bessel functions of matrix argument
• Zonal polynomials of the real positive definite symmetric matrices
• Complex singular Wishart matrices and applications
• Random matrix theory
• Eigenvalues and Condition Numbers of Complex Random Matrices
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Quaternions and matrices of quaternions