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A Survey on the Invariant Polynomials with Matrix Arguments in Relation to Econometric Distribution Theory

Published online by Cambridge University Press:  18 October 2010

Yasuko Chikuse  and
A. W. Davis
Yasuko Chikuse
Affiliation:
College of Economics, Kagawa University
A. W. Davis
Affiliation:
C.S.I.R.O.
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Abstract

Invariant polynomials with matrix arguments have been defined by the theory of group representations, generalizing the zonal polynomials. They have developed as a useful tool to evaluate certain integrals arising in multivariate distribution theory, which were expanded as power series in terms of the invariant polynomials. Some interest in the polynomials has been shown by people working in the field of econometric theory. In this paper, we shall survey the properties of the invariant polynomials and their applications in multivariate distribution theory including related developments in econometrics.

Type
Articles
Information
Econometric Theory , Volume 2 , Issue 2 , August 1986 , pp. 232 - 248
Copyright
Copyright © Cambridge University Press 1986

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