Use of the hyperbolic differential operator to find a scalar statistic which has constant regression on the mean of a sample of Wishart matrices

Barbara Heller

Journal of Multivariate Analysis, 1984, vol. 14, issue 1, 101-104

Abstract: Scalar polynomial statistics are found which have constant regression on the mean of a sample of Wishart matrices. The method used is to differentiate the characteristic function associated with the Wishart distribution, thus expressing the constant regression condition as a differential equation which is satisfied by the Wishart characteristic function. In this respect, use is made of the hyperbolic differential operator.

Keywords: Wishart; distribution; constant; regression; characteristic; function; hyperbolic; differential; operator (search for similar items in EconPapers)
Date: 1984
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