On Wishart distribution: some extensions (Q551285)
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scientific article; zbMATH DE number 5924539
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| English | On Wishart distribution: some extensions |
scientific article; zbMATH DE number 5924539 |
Statements
On Wishart distribution: some extensions (English)
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15 July 2011
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A general approach is applied to the theory of distributions including the real, complex, quaternion and octonion cases simultaneously. For the real normed division algebras, some properties of the corresponding matrix multivariate elliptical distributions are discussed. Some results are obtained for the noncentral generalised Wishart distribution, the noncentral inverse generalised Wishart distributions, the joint density function of the eigenvalues and the distributions of the maximum eigenvalue.
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Jacobians
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spherical functions
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generalised hypergeometric functions
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nonsingular Wishart distribution
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noncentral distributions
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real, complex, quaternion and octonion matrices
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random matrices
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0.8381922245025635
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0.8117536902427673
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0.7976683378219604
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