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Let V = (vij) denote the k - k symmetric scatter matrix following the Wishart distribution W(k, n, [Sigma]). The problem posed is to characterize the eigenfunctions of the expectation operators of the Wishart distribution, i.e., those scalar-valued functions f(V) such that (Enf)(V) =...
Persistent link: https://www.econbiz.de/10005221585
New integral and differential formulas for zonal polynomials are proved. As illustrations, zonal polynomials corresponding to partitions of two parts are computed. A method is presented, based on a certain partial differential operator, for expressing an orthogonally invariant polynomial as a...
Persistent link: https://www.econbiz.de/10005221629