Diagonal distribution of a complex non-central Wishart matrix: A new trivariate non-central chi-squared density

DOI10.1016/j.jmva.2008.06.007zbMath1169.62039MaRDI QIDQ1002340

Prathapasinghe Dharmawansa, Matthew R. McKay

Publication date: 25 February 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.06.007

zbMATH Keywords

Wishart matrix; ultraspherical polynomials; multi-variate chi-square

Mathematics Subject Classification ID

62H99: Multivariate analysis

62E20: Asymptotic distribution theory in statistics

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62E15: Exact distribution theory in statistics

Related Items

The bivariate noncentral chi-square distribution -- a compound distribution approach

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