The expected values of zonal polynomials of elliptically contoured distributions

DOI10.1007/BF02006181zbMath0726.60014OpenAlexW1973270573MaRDI QIDQ804068

Kai-Tai Fang, Jian-Lun Xu

Publication date: 1989

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02006181

zbMATH Keywords

zonal polynomialsWishart distributionsmatrix elliptically contoured distributionmultivariate Cauchy distributionmultivariate t-distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Probability distributions: general theory (60E05)

Cites Work

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• Bessel functions of matrix argument
• Relationships among classes of spherical matrix distributions
• Proof of conjectures about the expected values of the elementary symmetric functions of a noncentral Wishart matrix
• On the Expected Values of the Elementary Symmetric Functions of a Noncentral Wishart Matrix
• Some Non-Central Distribution Problems in Multivariate Analysis

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