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The top-order zonal polynomials Ck(A),and top-order invariant polynomials Ck1,...,kr(A1,...,Ar)in which each of the partitions of ki,i = 1,..., r,has only one part, occur frequently in multivariate distribution theory, and econometrics - see, for example Phillips (1980, 1984, 1985, 1986),...
Persistent link: https://www.econbiz.de/10010318548
Using generating functions, the top-order zonal polynomials that occur in much distribution theory under normality can be recursively related to other symmetric functions (power-sum and elementary symmetric functions, Ruben [19], Hillier, Kan, and Wang [9]). Typically, in a recursion of this...
Persistent link: https://www.econbiz.de/10010288212