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The characteristic functions of spherical matrix distributions

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Publication:689546
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DOI10.1016/0167-7152(93)90202-TzbMath0799.62057MaRDI QIDQ689546

Run-Ze Li

Publication date: 17 November 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)


zbMATH Keywords

characteristic functionStiefel manifoldKotz type spherical matrix distributionPearson type II spherical matrix distributionspherical matrix variate distributions


Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characteristic functions; other transforms (60E10)


Related Items

The Kotz type ratio distribution, A note on the characteristic functions of spherical matrix distributions, The Kotz-type distribution with applications



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