关于矩阵自变量的不变多项式及其在经济计量分布理论中的应用综述

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

Econometric Theory · 1986
被引 26
人大 A-ABS 4

中文导读

综述了由群表示论定义的矩阵自变量不变多项式及其在多元分布理论中的应用,包括经济计量学中的相关发展,帮助读者了解该工具在积分计算中的用途。

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.

不变多项式矩阵变量多元分布理论计量经济学