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THE CHARACTERISTIC FUNCTIONS OF SPHERICAL MATRIX DISTRIBUTIONS
LI, RZ
1993-07-13
Source PublicationSTATISTICS & PROBABILITY LETTERS
ISSN0167-7152
Volume17Issue:4Pages:273-279
AbstractZhang and Fang (1990) obtain the characteristic function (c.f.) of the uniform distribution on the Stiefel manifold V(n,p) = (H: H is an n X p matrix and H'H - I(p)). In this paper another form of the c.f. is given. By a united method the c.f.'s of spherical matrix variate distributions in some subclasses such as Kotz's type and Pearson Type 11 are derived. Our result gives a generalization of both Iyenger and Tong's (1989) and Li's (1991) results.
KeywordCHARACTERISTIC FUNCTION KOTZS TYPE SPHERICAL MATRIX DISTRIBUTION PEARSON TYPE-II SPHERICAL MATRIX DISTRIBUTION SPHERICAL MATRIX DISTRIBUTION
Language英语
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:A1993LM46000004
PublisherELSEVIER SCIENCE BV
Citation statistics
Cited Times:5[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/27170
Collection中国科学院数学与系统科学研究院
AffiliationCHINESE ACAD SCI,INST APPL MATH,BEIJING,PEOPLES R CHINA
Recommended Citation
GB/T 7714
LI, RZ. THE CHARACTERISTIC FUNCTIONS OF SPHERICAL MATRIX DISTRIBUTIONS[J]. STATISTICS & PROBABILITY LETTERS,1993,17(4):273-279.
APA LI, RZ.(1993).THE CHARACTERISTIC FUNCTIONS OF SPHERICAL MATRIX DISTRIBUTIONS.STATISTICS & PROBABILITY LETTERS,17(4),273-279.
MLA LI, RZ."THE CHARACTERISTIC FUNCTIONS OF SPHERICAL MATRIX DISTRIBUTIONS".STATISTICS & PROBABILITY LETTERS 17.4(1993):273-279.
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