Wishart and pseudo-Wishart distributions and some applications to shape theory

DOI10.1006/jmva.1997.1689zbMath0886.62059OpenAlexW1987642513MaRDI QIDQ1372218

Kanti V. Mardia, José A. Díaz-García, Ramón Gutiérrez-Jáimez

Publication date: 10 May 1998

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

Full work available at URL: https://doi.org/10.1006/jmva.1997.1689

zbMATH Keywords

shape Stiefel manifold singular values Wishart distribution size-and-shape noncentral distributions normal matrix variate distribution pseudo-Wishart distributions singular matrix distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Directional data; spatial statistics (62H11) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Approximations to statistical distributions (nonasymptotic) (62E17)

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