The characteristic functions of spherical matrix distributions

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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.

Original languageEnglish (US)
Pages (from-to)273-279
Number of pages7
JournalStatistics and Probability Letters
Volume17
Issue number4
DOIs
StatePublished - Jul 13 1993

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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