The characteristic functions of spherical matrix distributions

Runze Li

doi:10.1016/0167-7152(93)90202-T

The characteristic functions of spherical matrix distributions

Runze Li

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Abstract

Zhang 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 × 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 II are derived. Our result g generalization of both Iyenger and Tong's (1989) and Li's (1991) results.

Original language	English (US)
Pages (from-to)	273-279
Number of pages	7
Journal	Statistics and Probability Letters
Volume	17
Issue number	4
DOIs	https://doi.org/10.1016/0167-7152(93)90202-T
State	Published - Jul 13 1993

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/0167-7152(93)90202-T

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title = "The characteristic functions of spherical matrix distributions",

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 × 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.",

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N2 - 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 × 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.

AB - 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 × 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.

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U2 - 10.1016/0167-7152(93)90202-T

DO - 10.1016/0167-7152(93)90202-T

M3 - Article

AN - SCOPUS:38249002647

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VL - 17

SP - 273

EP - 279

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 4

ER -

The characteristic functions of spherical matrix distributions

Abstract

All Science Journal Classification (ASJC) codes

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