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