The characteristic functions of spherical matrix distributions

Run-Ze Li

Statistics & Probability Letters, 1993, vol. 17, issue 4, 273-279

Abstract: Zhang and Fang (1990) obtain the characteristic function (c.f.) of the uniform distribution on the Stiefel manifold Vn,p={H: H is an n x p matrix and H'H=Ip}. 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 II are derived. Our result g generalization of both Iyenger and Tong's (1989) and Li's (1991) results.

Keywords: Characteristic; function; Kotz's; type; spherical; matrix; distribution; Pearson; type; II; spherical; matrix; distribution; spherical; matrix; distribution (search for similar items in EconPapers)
Date: 1993
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