Diagonal distribution of a complex non-central Wishart matrix: A new trivariate non-central chi-squared density
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Publication:1002340
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
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
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