On a Kotz-Wishart distribution: Multivariate Varma transform

Publication date 17 April 2014

Special integral transforms (Legendre, Hilbert, etc.) (44A15) Statistical distribution theory (62E99) Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12)

Abstract: We introduced a generalized Wishart distribution, namely, the Kotz-Wishart distribution. Several existing results based on the normality assumption have been extended. Inspired by the particular form of the pdf of the Kotz-Wishart matrix, we extended the Laplace transform operator. This generalized Laplace transform is applied to some functions of matrix argument.

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