Representations for eigenfunctions of expected value operators in the Wishart distribution

DOI10.1016/0167-7152(83)90062-7zbMath0528.62043OpenAlexW1986103500MaRDI QIDQ786486

Donald St. P. Richards

Publication date: 1983

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

Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/3074

zbMATH Keywords

harmonic functionintegral representationsWishart distributionzonal polynomialshomogeneous functionexpectation operator

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65) Eigenvalue problems for integral equations (45C05)

Related Items

MacMahon's master theorem, representation theory, and moments of Wishart distributions

Cites Work

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• Eigenfunctions of expected value operators in the Wishart distribution
• Eigenfunctions of expected value operators in the Wishart distribution. II
• A Poisson formula for semi-simple Lie groups
• Applications of Invariant Differential Operators to Multivariate Distribution Theory
• Translation-invariant cones of functions on semi-simple lie groups
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples