A CLASS OF SPHERICAL MATRIX DISTRIBUTIONS

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许建伦
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A CLASS OF SPHERICAL MATRIX DISTRIBUTIONS;
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<正> The class of distributions on Rm, 1≤m<∞ which are the m-dimensionalmarginal distributions of orthogonally invariant distribution on Rm+n wascharacterized by Eaton (1981). In this paper, the class of distributions onRm×p, 1≤m<∞ which are the m×p marginal distributions of othogonallyinvariant distribution on Rm+n×p is characterized.
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页码:143 / 149
页数:7
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