Document Zbl 0398.62009

Extendibility of spherical matrix distributions. (English) Zbl 0398.62009

J. Multivariate Anal. 8, 559-566 (1978).

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MSC:

62E10	Characterization and structure theory of statistical distributions
62H05	Characterization and structure theory for multivariate probability distributions; copulas

Keywords:

Extendibility; Matrix Distributions; Properties of Invariance; Orthogonal Rotations; Normal Distribution

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References:

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[2]	Becker, P. J.; Roux, J. J.J, Compound distributions on the Wishart matrix, South African Statist. J., 10, 63-68 (1976) · Zbl 0334.62020
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[12]	Kingman, J. F.C, On random sequences with spherical symmetry, Biometrika, 59, 492-494 (1972) · Zbl 0238.60025
[13]	Kolomogoroff, A., (Grundbegriffe der Wahrscheinlichkeitsrechnung (1933), Springer-Verlag: Springer-Verlag Berlin) · JFM 59.1152.03
[14]	Mitra, S. K., Some characteristic and non-characteristic properties of the Wishart distribution, Sankhyā Ser. A, 31, 19-22 (1969)
[15]	Olson, W. H.; Uppuluri, V. R.R, Characterization of the distribution of a random matrix by rotational invariance, Sankhyā Ser. A, 32, 325-328 (1970) · Zbl 0231.62021
[16]	Shanbhag, D. N., On the structure of the Wishart distribution, J. Multivariate Anal., 6, 347-355 (1976) · Zbl 0338.62025
[17]	Wachter, K. W., Exchangeability and asymptotic random matrix spectra, (Gani, J.; Sarkadi, K.; Vince, I., Progress in Statistics (1974), North-Holland: North-Holland Amsterdam), 895-908 · Zbl 0345.62014
[18]	Wachter, K. W., The strong limits of random matrix spectra for sample matrices of independent elements, Ann. Probability, 6, 1-18 (1978) · Zbl 0374.60039

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