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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Authors: | Barbara Heller |
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Affiliation: | Illinois Institute of Technology USA |
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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. |
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Keywords: | Wishart distribution constant regression characteristic function hyperbolic differential operator 62H05 62H10 |
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