An identity for the Wishart distribution with applications

DOI10.1016/0047-259X(79)90056-3zbMath0423.62036OpenAlexW2026282093MaRDI QIDQ1134473

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1016/0047-259x(79)90056-3

zbMATH Keywords

Wishart distribution product moments risk functions unknown matrix

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Exact distribution theory in statistics (62E15)

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