On the structure of the Wishart distribution

DOI10.1016/0047-259X(76)90044-0zbMATH Open0338.62025OpenAlexW2023336093MaRDI QIDQ1231237FDOQ1231237

Damodar Shanbhag

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1016/0047-259x(76)90044-0

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

• Remarks on a Multivariate Gamma Distribution
• Some results on the decomposability of the distribution of quadratic expressions
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Cited In (4)

• Association and infinite divisibility for the Wishart distribution and its diagonal marginals
• On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos
• Extendibility of spherical matrix distributions
• Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability

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