Kocherlakota Subrahmaniam, Recent Trends in Multivariate Normal Distribution Theory: On the Zonal Polynomials and Other Functions of Matrix Argument, Sankhyā: The Indian Journal of Statistics, Series ...

Recent advances in estimation techniques have underscored the growing importance of shrinkage estimation and balanced loss functions in the analysis of multivariate normal distributions.

Special cases of the general solution give characterizations of the "multivariate generalized stable laws" and the multivariate semistable laws, and a method is presented to characterize the ...