Some properties of invariant polynomials with matrix arguments and their applications in econometrics
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/BF02482504.pdf
Reference24 articles.
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3. Constantine, A. G. (1963). Some non-central distribution problems in multivariate analysis,Ann. Math. Statist.,34, 1270–1285.
4. Constantine, A. G. (1966). The distribution of Hotelling's generalizedT 0 2 ,Ann. Math. Statist.,37, 215–225.
5. Davis, A. W. (1979). Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory,Ann. Inst. Statist. Math.,31, 465–485.
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