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Year of publication
Subject
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Determinant 1 Elliptical distributions 1 Hotelling's T_{0}^{2} 1 Permanent 1 Statistical shape theory 1 Zonal and invariant polynomials 1 everywhere convergent series 1 exact distribution 1 invariant polynomials 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Language
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English 1 Undetermined 1
Author
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Balakrishnan, N. 1 Caro-Lopera, Francisco J. 1 González-Farías, Graciela 1 Phillips, Peter C.B. 1
Institution
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Cowles Foundation for Research in Economics, Yale University 1
Published in...
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Cowles Foundation Discussion Papers 1 Journal of Multivariate Analysis 1
Source
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RePEc 2
Showing 1 - 2 of 2
Cover Image
Determinants, permanents and some applications to statistical shape theory
Caro-Lopera, Francisco J.; González-Farías, Graciela; … - In: Journal of Multivariate Analysis 114 (2013) C, pp. 29-39
A formula for the determinant of a matrix in terms of powers of traces is presented. Then, some expansions for powers of determinants of positive definite matrices in terms of zonal polynomials are derived. By making use of these, the associated elliptical families of matrix-variate...
Persistent link: https://www.econbiz.de/10011041980
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Cover Image
An Everywhere Convergent Series Representation of the Distribution of Hotelling's Generalized T_{0}^{2}
Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 1983
A new series representation of the exact distribution of Hotelling's generalized T_{0}^{2}statistic is obtained. Unlike earlier work, the series representation given here is everywhere convergent. Explicit formulae are given for both the null and the noncentral distributions. Earlier results by...
Persistent link: https://www.econbiz.de/10004990697
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