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| THE EXPECTED VALUES OF ZONAL POLYNOMIALS OF ELLIPTICALLY CONTOURED DISTRIBUTIONS | |
| 作者姓名： | 许建伦 方开泰 |
| 作者单位： | Suzhou University，Institute of Applied Mathematics，Academia Sinica |
| 摘 要： | Based on the work of Constantine, Waal, Shah, Khatri, and Muirhead, we have made furtherstudies on the expected values of zonal polynomials and elementary symmetric functions of a Wishartmatrix in this paper. Under certain conditions, we found the expected values of zonal polynomialsand elementary symmetric functions of matrix X'X, where the matrix X has matrix ellipticallycontoured distribution and obtain two interesting results. Three examples are given. |
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