THE EXPECTED VALUES OF ZONAL POLYNOMIALS OF ELLIPTICALLY CONTOURED DISTRIBUTIONS

被引:1
|
作者
许建伦
方开泰
机构
[1] Suzhou University
[2] Academia Sinica
[3] Institute of Applied Mathematics
关键词
刃一; THE EXPECTED VALUES OF ZONAL POLYNOMIALS OF ELLIPTICALLY CONTOURED DISTRIBUTIONS;
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摘要
Based on the work of Constantine, Waal, Shah, Khatri, and Muirhead, we have made furtherstudies on the expected values of zonal polynomials and elementary symmetric functions of a Wishartmatrix in this paper. Under certain conditions, we found the expected values of zonal polynomialsand elementary symmetric functions of matrix X’X, where the matrix X has matrix ellipticallycontoured distribution and obtain two interesting results. Three examples are given.
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页码:6 / 14
页数:9
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