English

Matrix generalized elliptical binomial series under real normed division algebras and the central matrix variate beta distribution

Statistics Theory 2024-10-08 v1 Statistics Theory

Abstract

In this paper we provide a matrix extension of the scalar binomial series under elliptical contoured models and real normed division algebras. The classical hypergeometric series 1F0β(a;Z)=1kP0β,1(1:a;Z)=IZa{}_{1}F_{0}^{\beta}(a;\mathbf{Z})={}_{1}^{k}P_{0}^{\beta,1}(1:a;\mathbf{Z})=|\mathbf{I}-\mathbf{Z}|^{-a} of Jack polynomials are now seen as an invariant generalized determinant with a series representation indexed by any elliptical generator function. In particular, a corollary emerges for a simple derivation of the central matrix variate beta type II distribution under elliptically contoured models in the unified real, complex, quaternions and octonions.

Keywords

Cite

@article{arxiv.2410.04023,
  title  = {Matrix generalized elliptical binomial series under real normed division algebras and the central matrix variate beta distribution},
  author = {Francisco J. Caro-Lopera and José A. Díaz-García},
  journal= {arXiv preprint arXiv:2410.04023},
  year   = {2024}
}