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Use of the hyperbolic differential operator to find a scalar statistic which has constant regression on the mean of a sample of Wishart matrices

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  • Heller, Barbara

Abstract

Scalar polynomial statistics are found which have constant regression on the mean of a sample of Wishart matrices. The method used is to differentiate the characteristic function associated with the Wishart distribution, thus expressing the constant regression condition as a differential equation which is satisfied by the Wishart characteristic function. In this respect, use is made of the hyperbolic differential operator.

Suggested Citation

  • Heller, Barbara, 1984. "Use of the hyperbolic differential operator to find a scalar statistic which has constant regression on the mean of a sample of Wishart matrices," Journal of Multivariate Analysis, Elsevier, vol. 14(1), pages 101-104, February.
    • Handle: RePEc:eee:jmvana:v:14:y:1984:i:1:p:101-104
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