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The characteristic functions of spherical matrix distributions

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  • Li, Run-Ze

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 x 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.

Suggested Citation

  • Li, Run-Ze, 1993. "The characteristic functions of spherical matrix distributions," Statistics & Probability Letters, Elsevier, vol. 17(4), pages 273-279, July.
    • Handle: RePEc:eee:stapro:v:17:y:1993:i:4:p:273-279
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